+2,010.2%
VRT vs MS
+386.2%
+1,623.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +18.6% | +3.7% | +14.9% | +16.0% |
| 30D | -11.7% | +2.0% | -13.6% | -12.4% |
| 3M | -27.3% | -12.6% | -14.7% | -20.4% |
| 6M | -42.9% | -0.3% | -42.6% | -42.2% |
| YTD | +29.5% | +9.0% | +20.5% | +23.2% |
| 1Y | +21.0% | +13.9% | +7.2% | +12.3% |
| 3Y | +403.1% | +173.6% | +229.5% | +184.8% |
| 5Y | +688.8% | +122.0% | +566.8% | +400.2% |
| All | +2,010.2% | +386.2% | +1,623.9% | +744.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling