+136.8%
VTR vs MAS
+219.2%
-82.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.4% |
| 7D | +3.8% | +3.6% | +0.2% | +2.4% |
| 30D | +10.1% | +23.8% | -13.7% | +1.8% |
| 3M | -1.2% | +14.4% | -15.6% | -6.3% |
| 6M | +4.8% | +19.7% | -15.0% | -3.3% |
| YTD | +18.9% | +36.0% | -17.1% | +2.8% |
| 1Y | +21.8% | +40.4% | -18.5% | +3.8% |
| 3Y | +132.0% | +58.9% | +73.1% | +78.4% |
| 5Y | +94.7% | +44.5% | +50.1% | +52.2% |
| 10Y | +136.8% | +214.8% | -77.9% | +31.6% |
| All | +136.8% | +219.2% | -82.4% | +31.6% |
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