+68.9%
MP vs VTRS
+40.7%
+28.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.2% |
| 7D | +3.0% | -0.1% | +3.2% | +3.1% |
| 30D | +8.3% | +1.9% | +6.5% | +7.6% |
| 3M | -3.8% | +5.1% | -8.9% | -6.4% |
| 6M | -4.9% | +20.1% | -25.0% | -13.2% |
| YTD | +9.6% | +36.6% | -27.0% | -5.7% |
| 1Y | -11.7% | +64.1% | -75.8% | -30.6% |
| 3Y | +158.5% | +86.4% | +72.1% | +78.0% |
| 5Y | +68.9% | +40.9% | +28.0% | +26.3% |
| All | +68.9% | +40.7% | +28.2% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling