+1,917.9%
VRT vs MSI
+389.8%
+1,528.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.6% | +7.0% | +8.3% |
| 7D | -10.6% | +8.3% | -18.9% | -14.6% |
| 30D | -17.4% | +18.9% | -36.3% | -25.1% |
| 3M | -26.4% | +13.2% | -39.6% | -31.8% |
| 6M | -41.0% | +38.3% | -79.3% | -51.6% |
| YTD | +23.8% | +38.9% | -15.0% | -0.2% |
| 1Y | +11.6% | +36.7% | -25.1% | -9.2% |
| 3Y | +403.5% | +76.6% | +326.9% | +258.1% |
| 5Y | +647.0% | +124.5% | +522.6% | +362.2% |
| All | +1,917.9% | +389.8% | +1,528.1% | +921.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling