+654.4%
VRT vs MSI
+124.3%
+530.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +10.5% | +3.2% | +7.3% | +8.3% |
| 30D | -9.3% | +17.6% | -26.9% | -19.7% |
| 3M | -29.6% | +14.5% | -44.1% | -37.0% |
| 6M | -45.4% | +34.3% | -79.6% | -57.5% |
| YTD | +24.8% | +39.7% | -14.9% | -9.2% |
| 1Y | +23.6% | +40.2% | -16.5% | -10.6% |
| 3Y | +379.7% | +77.1% | +302.5% | +172.4% |
| All | +654.4% | +124.3% | +530.1% | +205.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling