+499.0%
MA vs VTR
+100.2%
+398.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -3.5% | -1.8% | -1.7% | -2.9% |
| 30D | +0.7% | +4.0% | -3.3% | -0.6% |
| 3M | +15.8% | +7.8% | +7.9% | +12.6% |
| 6M | +10.2% | +6.4% | +3.9% | +7.4% |
| YTD | -0.5% | +18.3% | -18.8% | -6.5% |
| 1Y | -1.8% | +33.9% | -35.8% | -11.7% |
| 3Y | +38.7% | +134.3% | -95.6% | +2.1% |
| 5Y | +67.6% | +90.3% | -22.6% | +30.4% |
| All | +499.0% | +100.2% | +398.8% | +315.1% |
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