+41.0%
MAS vs ITOT
+59.4%
-18.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.3% |
| 7D | +2.0% | -2.7% | +4.6% | +4.9% |
| 30D | +19.4% | -5.2% | +24.5% | +26.0% |
| 3M | +9.4% | -4.4% | +13.8% | +14.5% |
| 6M | +15.3% | +0.4% | +14.9% | +14.8% |
| YTD | +31.3% | +8.8% | +22.5% | +20.4% |
| 1Y | +34.9% | +11.0% | +23.8% | +20.9% |
| 3Y | +58.6% | +74.4% | -15.9% | -13.0% |
| All | +41.0% | +59.4% | -18.5% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling