+210.3%
MAS vs ITOT
+288.9%
-78.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.9% |
| 7D | +2.4% | -2.7% | +5.0% | +5.2% |
| 30D | +19.8% | -5.2% | +25.0% | +26.3% |
| 3M | +9.8% | -4.4% | +14.2% | +14.8% |
| 6M | +15.8% | +0.4% | +15.4% | +15.3% |
| YTD | +31.8% | +8.8% | +23.0% | +21.2% |
| 1Y | +35.4% | +11.0% | +24.4% | +21.8% |
| 3Y | +59.2% | +74.4% | -15.2% | -10.1% |
| 5Y | +41.2% | +60.0% | -18.8% | -12.7% |
| All | +210.3% | +288.9% | -78.6% | -39.5% |
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