+13.8%
VRT vs MSI
+28.6%
-14.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.2% | -14.1% | -12.8% |
| 7D | -15.4% | +2.8% | -18.2% | -15.1% |
| 30D | -19.0% | +9.1% | -28.1% | -18.3% |
| 3M | -23.8% | +12.5% | -36.3% | -23.3% |
| 6M | -37.9% | +14.2% | -52.1% | -36.7% |
| YTD | +27.0% | +30.7% | -3.8% | +24.2% |
| 1Y | +13.8% | +27.5% | -13.7% | +26.4% |
| All | +13.8% | +28.6% | -14.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling