+593.1%
MA vs VTR
+130.3%
+462.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +9.6% | +5.5% | +4.1% | +7.7% |
| 3M | +16.8% | -0.9% | +17.7% | +17.0% |
| 6M | +35.2% | -0.4% | +35.6% | +34.7% |
| YTD | +16.6% | +17.0% | -0.5% | +9.7% |
| 1Y | +19.8% | +18.0% | +1.8% | +12.4% |
| 3Y | +70.7% | +127.4% | -56.7% | +26.8% |
| 5Y | +87.4% | +92.3% | -4.9% | +45.1% |
| All | +593.1% | +130.3% | +462.8% | +366.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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