+12,056.2%
VRTX vs MSI
+4,182.8%
+7,873.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.6% |
| 7D | -0.4% | +7.7% | -8.1% | -2.8% |
| 30D | +7.9% | +19.9% | -12.0% | +1.5% |
| 3M | +3.3% | +14.9% | -11.7% | -1.5% |
| 6M | +25.7% | +37.2% | -11.5% | +12.7% |
| YTD | +20.7% | +40.8% | -20.1% | +6.7% |
| 1Y | +27.4% | +38.1% | -10.7% | +13.4% |
| 3Y | +46.4% | +77.7% | -31.3% | +18.4% |
| 5Y | +194.3% | +129.0% | +65.3% | +116.1% |
| 10Y | +494.6% | +671.3% | -176.7% | +183.3% |
| All | +12,056.2% | +4,182.8% | +7,873.4% | +2,925.2% |
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