+119.0%
VTR vs MAS
+58.1%
+60.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +4.7% | +2.0% | +2.7% | +4.4% |
| 30D | +10.9% | +19.4% | -8.5% | +8.4% |
| 3M | -3.2% | +9.4% | -12.6% | -4.4% |
| 6M | +3.7% | +15.3% | -11.6% | +1.4% |
| YTD | +16.8% | +31.3% | -14.5% | +11.4% |
| 1Y | +21.3% | +34.9% | -13.5% | +15.1% |
| 3Y | +119.0% | +58.6% | +60.4% | +75.1% |
| All | +119.0% | +58.1% | +60.9% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling