-13.9%
MP vs VTRS
+78.7%
-92.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | +2.3% | +9.6% | -7.3% | -1.1% |
| 30D | -15.3% | +20.1% | -35.4% | -20.8% |
| 3M | -33.5% | +30.3% | -63.8% | -39.7% |
| 6M | -45.5% | +26.3% | -71.8% | -50.5% |
| YTD | -27.3% | +73.1% | -100.4% | -42.3% |
| 1Y | -40.7% | +94.7% | -135.4% | -55.3% |
| 3Y | +145.9% | +159.7% | -13.8% | +50.3% |
| 5Y | -13.9% | +79.7% | -93.6% | -40.2% |
| All | -13.9% | +78.7% | -92.6% | -40.2% |
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 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