+493.1%
VRTX vs MSI
+689.5%
-196.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.2% |
| 7D | -0.4% | +8.3% | -8.8% | -3.3% |
| 30D | +8.0% | +18.9% | -10.9% | +1.4% |
| 3M | +11.0% | +13.2% | -2.2% | +6.0% |
| 6M | +28.2% | +38.3% | -10.1% | +13.4% |
| YTD | +21.5% | +38.9% | -17.4% | +6.7% |
| 1Y | +34.5% | +36.7% | -2.2% | +18.8% |
| 3Y | +49.5% | +76.6% | -27.1% | +17.4% |
| 5Y | +188.3% | +124.5% | +63.8% | +101.9% |
| 10Y | +493.1% | +674.5% | -181.4% | +123.9% |
| All | +493.1% | +689.5% | -196.4% | +123.9% |
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