+119.8%
VTR vs MAS
+61.2%
+58.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.3% |
| 7D | +6.4% | +4.6% | +1.8% | +5.7% |
| 30D | +8.8% | +19.9% | -11.1% | +6.3% |
| 3M | -3.2% | +8.9% | -12.1% | -4.3% |
| 6M | +3.8% | +20.2% | -16.3% | +1.0% |
| YTD | +17.2% | +33.9% | -16.7% | +11.5% |
| 1Y | +21.7% | +34.7% | -13.0% | +15.6% |
| All | +119.8% | +61.2% | +58.5% | +75.2% |
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 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