+110.9%
VTR vs MSFU
+76.3%
+34.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.9% |
| 7D | -1.7% | -5.7% | +4.0% | -1.6% |
| 30D | -2.4% | +4.2% | -6.6% | -2.6% |
| 3M | +14.8% | +27.9% | -13.1% | +14.3% |
| 6M | +5.3% | +37.1% | -31.8% | +4.0% |
| YTD | +18.1% | -7.4% | +25.5% | +19.7% |
| 1Y | +36.7% | -19.6% | +56.3% | +39.9% |
| 3Y | +130.1% | +33.2% | +96.9% | +110.6% |
| All | +110.9% | +76.3% | +34.6% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling