+12,057.6%
VRTX vs MSI
+4,017.1%
+8,040.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -2.1% | +4.7% | -6.8% | -3.6% |
| 30D | +8.2% | +14.8% | -6.6% | +3.3% |
| 3M | +13.0% | +8.8% | +4.2% | +9.7% |
| 6M | +27.9% | +19.3% | +8.6% | +19.7% |
| YTD | +20.7% | +35.3% | -14.7% | +8.2% |
| 1Y | +31.4% | +33.8% | -2.3% | +18.2% |
| 3Y | +41.8% | +74.4% | -32.6% | +15.4% |
| 5Y | +183.7% | +120.5% | +63.2% | +110.9% |
| 10Y | +592.9% | +685.2% | -92.3% | +228.4% |
| All | +12,057.6% | +4,017.1% | +8,040.5% | +2,965.5% |
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