-97.4%
MAAS vs VT
+140.7%
-238.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | -3.2% |
| 7D | -13.5% | -4.2% | -9.3% | -11.8% |
| 30D | -11.5% | -5.8% | -5.7% | -9.0% |
| 3M | -42.7% | -5.2% | -37.5% | -41.5% |
| 6M | +13.6% | +0.1% | +13.5% | +13.0% |
| YTD | +95.9% | +8.2% | +87.7% | +88.1% |
| 1Y | +178.4% | +10.1% | +168.3% | +164.9% |
| 3Y | -96.5% | +69.7% | -166.2% | -97.1% |
| 5Y | -97.2% | +53.4% | -150.6% | -97.6% |
| All | -97.4% | +140.7% | -238.1% | -98.1% |
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