+397.6%
VRT vs MSI
+76.1%
+321.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +18.6% | +2.6% | +16.0% | +17.5% |
| 30D | -11.7% | +18.1% | -29.8% | -18.2% |
| 3M | -27.3% | +13.2% | -40.5% | -31.6% |
| 6M | -42.9% | +36.3% | -79.1% | -52.1% |
| YTD | +29.5% | +39.5% | -10.0% | +3.1% |
| 1Y | +21.0% | +36.9% | -15.8% | -2.1% |
| All | +397.6% | +76.1% | +321.5% | +215.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling