+1,740.6%
VRT vs MSI
+377.3%
+1,363.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | -21.4% | +4.7% | -26.0% | -23.6% |
| 30D | -25.8% | +14.8% | -40.6% | -31.5% |
| 3M | -33.5% | +8.8% | -42.3% | -37.1% |
| 6M | -49.0% | +19.3% | -68.3% | -54.9% |
| YTD | +12.9% | +35.3% | -22.4% | -7.8% |
| 1Y | 0.0% | +33.8% | -33.7% | -17.8% |
| 3Y | +361.8% | +74.4% | +287.4% | +230.0% |
| 5Y | +565.1% | +120.5% | +444.6% | +315.4% |
| All | +1,740.6% | +377.3% | +1,363.3% | +843.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling