+212.3%
MAS vs ITOT
+287.5%
-75.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +3.0% | +2.5% | +0.5% | +0.5% |
| 30D | +22.4% | -1.7% | +24.1% | +24.4% |
| 3M | +14.5% | -3.4% | +17.8% | +18.4% |
| 6M | +27.1% | +2.1% | +25.0% | +24.6% |
| YTD | +35.8% | +11.5% | +24.3% | +21.8% |
| 1Y | +39.4% | +13.6% | +25.8% | +22.6% |
| 3Y | +60.3% | +77.2% | -16.9% | -10.9% |
| 5Y | +39.4% | +64.4% | -24.9% | -16.1% |
| All | +212.3% | +287.5% | -75.2% | -38.6% |
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