+2,460.4%
MAR vs VTR
+2,250.0%
+210.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -0.5% | -2.9% | +2.4% | +0.5% |
| 30D | -4.7% | -2.8% | -1.9% | -3.9% |
| 3M | -15.6% | +9.0% | -24.6% | -18.1% |
| 6M | +1.2% | +5.0% | -3.7% | -0.8% |
| YTD | +7.5% | +16.9% | -9.4% | +1.7% |
| 1Y | +26.6% | +34.3% | -7.7% | +14.2% |
| 3Y | +66.0% | +131.6% | -65.6% | +23.1% |
| 5Y | +154.1% | +88.0% | +66.1% | +99.0% |
| 10Y | +441.9% | +97.8% | +344.1% | +285.1% |
| All | +2,460.4% | +2,250.0% | +210.5% | +1,173.7% |
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