+3,168.2%
MAR vs VTR
+2,251.9%
+916.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.1% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +13.8% | +5.5% | +8.3% | +11.8% |
| 3M | +20.3% | -0.9% | +21.2% | +20.5% |
| 6M | +21.3% | -0.4% | +21.7% | +20.9% |
| YTD | +37.2% | +17.0% | +20.2% | +29.6% |
| 1Y | +48.4% | +18.0% | +30.5% | +39.7% |
| 3Y | +120.1% | +127.4% | -7.2% | +64.5% |
| 5Y | +182.1% | +92.3% | +89.8% | +119.5% |
| 10Y | +530.2% | +129.6% | +400.6% | +329.6% |
| All | +3,168.2% | +2,251.9% | +916.2% | +1,523.6% |
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