+1,481.1%
VTR vs MSI
+848.1%
+633.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -1.7% | -3.7% | +2.0% | -0.7% |
| 30D | -2.4% | +6.8% | -9.3% | -4.4% |
| 3M | +14.8% | +14.3% | +0.5% | +10.4% |
| 6M | +5.3% | -1.6% | +6.9% | +5.1% |
| YTD | +18.1% | +22.8% | -4.7% | +10.7% |
| 1Y | +36.7% | -1.1% | +37.8% | +35.7% |
| 3Y | +130.1% | +70.5% | +59.6% | +95.0% |
| 5Y | +89.5% | +102.8% | -13.3% | +51.9% |
| 10Y | +87.4% | +597.4% | -510.1% | +10.3% |
| All | +1,481.1% | +848.1% | +633.0% | +539.2% |
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