+121.0%
VTR vs MSI
+664.3%
-543.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.2% | +3.2% | -3.1% | -1.3% |
| 30D | +5.5% | +17.6% | -12.1% | -2.1% |
| 3M | -0.9% | +14.5% | -15.4% | -7.1% |
| 6M | -0.4% | +34.3% | -34.7% | -13.8% |
| YTD | +17.0% | +39.7% | -22.7% | -1.9% |
| 1Y | +18.0% | +40.2% | -22.2% | -1.3% |
| 3Y | +127.4% | +77.1% | +50.2% | +63.0% |
| 5Y | +92.3% | +124.0% | -31.8% | +18.5% |
| All | +121.0% | +664.3% | -543.3% | -4.9% |
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