+15,819.0%
MA vs VTR
+519.2%
+15,299.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | +16.8% | -0.9% | +17.7% | +17.0% |
| 6M | +35.2% | -0.4% | +35.6% | +34.6% |
| YTD | +16.6% | +17.0% | -0.5% | +8.7% |
| 1Y | +19.8% | +18.0% | +1.8% | +11.3% |
| 3Y | +70.7% | +127.4% | -56.7% | +21.5% |
| 5Y | +87.4% | +92.3% | -4.9% | +39.7% |
| 10Y | +570.0% | +129.6% | +440.5% | +310.6% |
| All | +15,819.0% | +519.2% | +15,299.8% | +5,072.5% |
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