-49.0%
VRT vs MSCI
+11.6%
-60.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +2.1% |
| 7D | -21.4% | +2.8% | -24.2% | -19.4% |
| 30D | -25.8% | +15.4% | -41.2% | -18.8% |
| 3M | -33.5% | +13.4% | -46.9% | -28.0% |
| 6M | -49.0% | +10.9% | -59.9% | -43.6% |
| All | -49.0% | +11.6% | -60.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 6mo: compounded portfolio wealth divided by compounded MSCI 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…
6mo analysis · Full analysis span regression · 6 months rolling