+750.7%
VTRS vs MAS
+1,694.4%
-943.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +9.6% | -1.8% | +11.4% | +10.0% |
| 30D | +20.1% | +23.6% | -3.5% | +13.7% |
| 3M | +30.3% | +12.4% | +17.9% | +26.2% |
| 6M | +26.3% | +21.9% | +4.5% | +19.3% |
| YTD | +73.1% | +36.1% | +37.0% | +58.2% |
| 1Y | +94.7% | +39.5% | +55.2% | +76.7% |
| 3Y | +159.7% | +59.1% | +100.5% | +126.5% |
| 5Y | +79.7% | +44.4% | +35.3% | +58.7% |
| 10Y | -30.5% | +217.0% | -247.5% | -49.9% |
| All | +750.7% | +1,694.4% | -943.6% | +288.9% |
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