+8.6%
VRT vs MSI
+35.5%
-26.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -17.7% | +7.4% | -25.1% | -16.5% |
| 30D | -20.0% | +18.7% | -38.7% | -18.0% |
| 3M | -28.1% | +14.5% | -42.5% | -26.5% |
| 6M | -42.8% | +38.1% | -81.0% | -41.8% |
| YTD | +20.0% | +38.7% | -18.8% | +22.5% |
| All | +8.6% | +35.5% | -26.9% | +22.6% |
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