+88.0%
VTR vs MSI
+97.7%
-9.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -2.9% | -4.0% | +1.1% | -1.7% |
| 30D | -2.8% | -0.5% | -2.3% | -2.7% |
| 3M | +9.0% | +11.4% | -2.4% | +5.1% |
| 6M | +5.0% | +1.0% | +4.0% | +4.0% |
| YTD | +16.9% | +20.7% | -3.7% | +8.8% |
| 1Y | +34.3% | -2.7% | +37.0% | +34.6% |
| 3Y | +131.6% | +68.2% | +63.4% | +82.8% |
| 5Y | +88.0% | +100.0% | -12.0% | +34.9% |
| All | +88.0% | +97.7% | -9.7% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling