+122.8%
VTR vs MAS
+214.3%
-91.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +0.7% | +1.2% | -0.5% | +0.2% |
| 30D | +6.9% | +21.6% | -14.7% | -0.5% |
| 3M | +1.3% | +14.1% | -12.8% | -3.8% |
| 6M | +2.5% | +22.6% | -20.1% | -6.3% |
| YTD | +18.0% | +35.4% | -17.5% | +2.2% |
| 1Y | +19.5% | +37.5% | -18.0% | +2.6% |
| 3Y | +130.2% | +58.3% | +71.9% | +77.3% |
| 5Y | +93.8% | +39.1% | +54.7% | +54.4% |
| All | +122.8% | +214.3% | -91.5% | +25.0% |
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