+111.3%
VTR vs MSFU
+71.2%
+40.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -1.8% | -6.9% | +5.1% | -1.7% |
| 30D | +4.0% | -5.1% | +9.1% | +4.1% |
| 3M | +7.8% | +44.6% | -36.8% | +6.6% |
| 6M | +6.4% | +32.8% | -26.5% | +5.1% |
| YTD | +18.3% | -10.1% | +28.4% | +20.0% |
| 1Y | +33.9% | -19.4% | +53.3% | +36.7% |
| 3Y | +134.3% | +26.2% | +108.1% | +115.9% |
| All | +111.3% | +71.2% | +40.1% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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