+68.6%
MAR vs VTRS
+84.5%
-15.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -0.5% | -2.2% | +1.7% | 0.0% |
| 30D | -5.4% | +3.3% | -8.7% | -6.1% |
| 3M | -15.5% | +2.0% | -17.5% | -16.1% |
| 6M | +3.0% | +19.9% | -17.0% | -2.0% |
| YTD | +8.5% | +35.7% | -27.2% | -0.1% |
| 1Y | +26.0% | +68.1% | -42.1% | +10.0% |
| 3Y | +68.6% | +87.1% | -18.5% | +34.7% |
| All | +68.6% | +84.5% | -15.9% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling