+149.4%
MAR vs VTR
+87.5%
+61.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -5.4% | +1.1% | -6.5% | -5.7% |
| 3M | -15.5% | +7.9% | -23.4% | -17.5% |
| 6M | +3.0% | +6.2% | -3.2% | +0.8% |
| YTD | +8.5% | +17.7% | -9.2% | +3.1% |
| 1Y | +26.0% | +32.9% | -6.9% | +15.1% |
| 3Y | +68.6% | +129.7% | -61.1% | +25.0% |
| All | +149.4% | +87.5% | +61.9% | +91.9% |
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 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