+56.0%
MAS vs ITOT
+73.5%
-17.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.9% |
| 7D | +2.4% | -2.7% | +5.0% | +5.1% |
| 30D | +19.8% | -5.2% | +25.0% | +26.2% |
| 3M | +9.8% | -4.4% | +14.2% | +14.7% |
| 6M | +15.8% | +0.4% | +15.4% | +15.3% |
| YTD | +31.8% | +8.8% | +23.0% | +21.4% |
| 1Y | +35.4% | +11.0% | +24.4% | +22.2% |
| All | +56.0% | +73.5% | -17.5% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling