+405.1%
MP vs VTRS
+28.6%
+376.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -7.4% | -2.2% | -5.2% | -6.5% |
| 30D | -6.7% | +3.3% | -10.0% | -7.8% |
| 3M | -11.7% | +2.0% | -13.7% | -13.1% |
| 6M | -18.9% | +19.9% | -38.8% | -26.3% |
| YTD | 0.0% | +35.7% | -35.8% | -14.6% |
| 1Y | -19.9% | +68.1% | -88.0% | -38.7% |
| 3Y | +133.4% | +87.1% | +46.3% | +58.8% |
| 5Y | +48.1% | +47.6% | +0.4% | +10.1% |
| All | +405.1% | +28.6% | +376.5% | +306.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling