+542.8%
VRT vs MS
+110.9%
+431.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.9% | -8.1% | -8.5% |
| 7D | -28.1% | -3.4% | -24.7% | -25.9% |
| 30D | -30.2% | -3.9% | -26.3% | -27.4% |
| 3M | -36.4% | -15.9% | -20.5% | -25.3% |
| 6M | -48.2% | -2.5% | -45.7% | -46.6% |
| YTD | +9.2% | +5.1% | +4.1% | +3.5% |
| 1Y | -7.2% | +13.0% | -20.2% | -17.7% |
| 3Y | +338.7% | +160.7% | +178.0% | +78.9% |
| 5Y | +542.8% | +114.0% | +428.8% | +198.7% |
| All | +542.8% | +110.9% | +431.9% | +198.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling