-31.8%
VTRS vs MAS
+219.2%
-251.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | +10.2% | +3.6% | +6.6% | +8.6% |
| 30D | +18.2% | +23.8% | -5.6% | +8.8% |
| 3M | +29.0% | +14.4% | +14.6% | +22.1% |
| 6M | +23.2% | +19.7% | +3.5% | +13.7% |
| YTD | +71.4% | +36.0% | +35.5% | +49.0% |
| 1Y | +112.3% | +40.4% | +71.9% | +82.0% |
| 3Y | +157.1% | +58.9% | +98.1% | +106.4% |
| 5Y | +77.0% | +44.5% | +32.4% | +43.4% |
| 10Y | -31.8% | +214.8% | -246.6% | -56.2% |
| All | -31.8% | +219.2% | -251.0% | -56.2% |
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 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