+66.3%
MA vs VTR
+88.4%
-22.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -3.5% | -2.9% | -0.6% | -2.6% |
| 30D | +0.8% | -2.8% | +3.6% | +1.6% |
| 3M | +14.8% | +9.0% | +5.8% | +11.3% |
| 6M | +10.0% | +5.0% | +5.0% | +7.6% |
| YTD | -0.1% | +16.9% | -17.0% | -5.8% |
| 1Y | -2.2% | +34.3% | -36.5% | -12.3% |
| 3Y | +39.3% | +131.6% | -92.3% | +0.8% |
| 5Y | +66.3% | +88.0% | -21.7% | +23.8% |
| All | +66.3% | +88.4% | -22.1% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling