-97.5%
MAAS vs VT
+141.3%
-238.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -16.8% | -2.3% | -14.5% | -15.9% |
| 30D | -17.8% | -5.0% | -12.9% | -15.8% |
| 3M | -46.1% | -4.9% | -41.2% | -45.0% |
| 6M | +9.7% | -1.5% | +11.2% | +10.0% |
| YTD | +88.7% | +8.5% | +80.2% | +81.0% |
| 1Y | +160.6% | +11.4% | +149.2% | +146.7% |
| 3Y | -96.6% | +70.1% | -166.7% | -97.2% |
| 5Y | -97.3% | +53.7% | -151.0% | -97.7% |
| All | -97.5% | +141.3% | -238.8% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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