+150.9%
MP vs VTRS
+84.4%
+66.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.8% |
| 7D | -0.7% | -3.5% | +2.7% | +0.1% |
| 30D | -0.7% | +2.1% | -2.8% | -1.1% |
| 3M | 0.0% | +2.6% | -2.6% | -1.0% |
| 6M | -10.0% | +17.8% | -27.7% | -14.8% |
| YTD | +7.5% | +35.7% | -28.2% | -1.9% |
| 1Y | -14.0% | +63.5% | -77.5% | -25.9% |
| All | +150.9% | +84.4% | +66.5% | +69.2% |
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