+216.6%
MAS vs ITOT
+288.8%
-72.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +3.6% | -0.5% | +4.1% | +4.2% |
| 30D | +23.8% | -3.4% | +27.2% | +28.2% |
| 3M | +14.4% | -3.1% | +17.5% | +18.0% |
| 6M | +19.7% | +2.2% | +17.6% | +17.2% |
| YTD | +36.0% | +11.0% | +24.9% | +22.5% |
| 1Y | +40.4% | +11.4% | +28.9% | +26.0% |
| 3Y | +58.9% | +76.4% | -17.4% | -11.1% |
| 5Y | +44.5% | +65.1% | -20.6% | -13.4% |
| All | +216.6% | +288.8% | -72.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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