+122.4%
VTR vs MAS
+215.9%
-93.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +4.7% | +2.4% | +2.3% | +3.7% |
| 30D | +10.9% | +19.8% | -9.0% | +3.7% |
| 3M | -3.2% | +9.8% | -13.1% | -6.9% |
| 6M | +3.7% | +15.8% | -12.1% | -3.1% |
| YTD | +16.8% | +31.8% | -15.0% | +2.2% |
| 1Y | +21.3% | +35.4% | -14.0% | +4.8% |
| 3Y | +119.0% | +59.2% | +59.8% | +68.0% |
| 5Y | +94.0% | +41.2% | +52.7% | +52.9% |
| All | +122.4% | +215.9% | -93.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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