+2,723.0%
VRT vs MS
+456.2%
+2,266.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.2% |
| 7D | +9.1% | +1.4% | +7.7% | +8.2% |
| 30D | +0.9% | -0.3% | +1.2% | +1.0% |
| 3M | -13.4% | +0.3% | -13.7% | -13.1% |
| 6M | +11.7% | +31.3% | -19.6% | -5.6% |
| YTD | +73.2% | +24.7% | +48.6% | +50.5% |
| 1Y | +123.4% | +47.9% | +75.5% | +74.6% |
| 3Y | +606.2% | +178.3% | +427.8% | +288.4% |
| 5Y | +899.9% | +144.9% | +755.0% | +485.7% |
| All | +2,723.0% | +456.2% | +2,266.8% | +931.3% |
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 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