+1,481.1%
VTR vs MAS
+698.4%
+782.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.6% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -2.4% | -5.6% | +3.1% | -0.7% |
| 3M | +14.8% | +4.4% | +10.3% | +12.0% |
| 6M | +5.3% | +7.2% | -1.9% | +1.0% |
| YTD | +18.1% | +16.1% | +2.0% | +9.4% |
| 1Y | +36.7% | +0.1% | +36.6% | +32.9% |
| 3Y | +130.1% | +28.3% | +101.8% | +99.1% |
| 5Y | +89.5% | +30.5% | +59.0% | +60.0% |
| 10Y | +87.4% | +139.1% | -51.8% | +24.9% |
| All | +1,481.1% | +698.4% | +782.7% | +427.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling