+2,460.4%
MAR vs VTRS
+123.3%
+2,337.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.5% | -3.5% | +3.0% | +0.4% |
| 30D | -4.7% | +2.1% | -6.8% | -5.2% |
| 3M | -15.6% | +2.6% | -18.2% | -16.4% |
| 6M | +1.2% | +17.8% | -16.5% | -3.5% |
| YTD | +7.5% | +35.7% | -28.2% | -1.5% |
| 1Y | +26.6% | +63.5% | -36.9% | +10.2% |
| 3Y | +66.0% | +85.1% | -19.2% | +36.7% |
| 5Y | +154.1% | +42.5% | +111.6% | +119.3% |
| 10Y | +441.9% | -48.2% | +490.1% | +456.5% |
| All | +2,460.4% | +123.3% | +2,337.1% | +1,774.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling