+1,855.0%
VRT vs MS
+382.1%
+1,472.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.4% | -3.3% |
| 7D | -17.7% | +0.8% | -18.5% | -18.1% |
| 30D | -20.0% | -0.7% | -19.3% | -19.3% |
| 3M | -28.1% | -12.4% | -15.7% | -21.4% |
| 6M | -42.8% | -1.7% | -41.1% | -41.7% |
| YTD | +20.0% | +8.0% | +11.9% | +14.7% |
| 1Y | +3.5% | +16.2% | -12.7% | -5.3% |
| 3Y | +366.1% | +171.3% | +194.8% | +165.2% |
| 5Y | +632.2% | +124.8% | +507.4% | +362.8% |
| All | +1,855.0% | +382.1% | +1,472.9% | +686.3% |
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