+1,678.9%
VRT vs MS
+368.9%
+1,310.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.9% | -8.1% | -10.2% |
| 7D | -28.1% | -3.4% | -24.7% | -26.5% |
| 30D | -30.2% | -3.9% | -26.3% | -28.2% |
| 3M | -36.4% | -15.9% | -20.5% | -28.8% |
| 6M | -48.2% | -2.5% | -45.7% | -46.8% |
| YTD | +9.2% | +5.1% | +4.1% | +6.2% |
| 1Y | -7.2% | +13.0% | -20.2% | -13.6% |
| 3Y | +338.7% | +160.7% | +178.0% | +155.6% |
| 5Y | +542.8% | +114.0% | +428.8% | +316.7% |
| All | +1,678.9% | +368.9% | +1,310.0% | +627.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling