+2,010.2%
VRT vs MSI
+392.0%
+1,618.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | +18.6% | +2.6% | +16.0% | +17.2% |
| 30D | -11.7% | +18.1% | -29.8% | -19.5% |
| 3M | -27.3% | +13.2% | -40.5% | -32.6% |
| 6M | -42.9% | +36.3% | -79.1% | -52.7% |
| YTD | +29.5% | +39.5% | -10.0% | +4.2% |
| 1Y | +21.0% | +36.9% | -15.8% | -1.6% |
| 3Y | +403.1% | +76.1% | +327.0% | +258.4% |
| 5Y | +688.8% | +123.7% | +565.1% | +388.4% |
| All | +2,010.2% | +392.0% | +1,618.1% | +965.5% |
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