+503.0%
MA vs VTRS
-48.4%
+551.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -1.7% | -2.2% | +0.5% | -1.3% |
| 30D | +1.7% | +3.3% | -1.6% | +1.0% |
| 3M | +17.2% | +2.0% | +15.2% | +16.5% |
| 6M | +13.3% | +19.9% | -6.6% | +8.6% |
| YTD | +0.2% | +35.7% | -35.5% | -6.9% |
| 1Y | -2.7% | +68.1% | -70.8% | -13.9% |
| 3Y | +39.1% | +87.1% | -48.0% | +17.1% |
| 5Y | +68.8% | +47.6% | +21.1% | +46.7% |
| All | +503.0% | -48.4% | +551.4% | +488.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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