+15,762.5%
MA vs VTR
+529.1%
+15,233.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.1% |
| 7D | +1.8% | +3.8% | -2.0% | +0.4% |
| 30D | +11.8% | +10.1% | +1.7% | +7.8% |
| 3M | +17.2% | -1.2% | +18.3% | +17.4% |
| 6M | +33.4% | +4.8% | +28.6% | +30.3% |
| YTD | +16.1% | +18.9% | -2.7% | +7.7% |
| 1Y | +19.9% | +21.8% | -1.9% | +10.1% |
| 3Y | +70.1% | +132.0% | -61.9% | +20.1% |
| 5Y | +89.6% | +94.7% | -5.0% | +40.7% |
| 10Y | +568.4% | +136.8% | +431.6% | +304.6% |
| All | +15,762.5% | +529.1% | +15,233.3% | +5,023.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling