+581.9%
VTRS vs MAS
+1,430.5%
-848.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.8% |
| 7D | +3.3% | -0.8% | +4.1% | +3.5% |
| 30D | -3.6% | -5.6% | +1.9% | -2.3% |
| 3M | +7.0% | +4.4% | +2.5% | +5.3% |
| 6M | +17.5% | +7.2% | +10.3% | +14.5% |
| YTD | +38.8% | +16.1% | +22.7% | +32.3% |
| 1Y | +69.2% | +0.1% | +69.1% | +67.2% |
| 3Y | +77.5% | +28.3% | +49.1% | +63.6% |
| 5Y | +39.9% | +30.5% | +9.4% | +27.0% |
| 10Y | -47.1% | +139.1% | -186.3% | -59.3% |
| All | +581.9% | +1,430.5% | -848.6% | +225.2% |
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 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