+387.1%
MAS vs ITOT
+896.7%
-509.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -5.6% | 0.0% | -5.6% | -5.6% |
| 3M | +4.4% | +2.0% | +2.5% | +2.1% |
| 6M | +7.2% | +13.0% | -5.8% | -7.7% |
| YTD | +16.1% | +14.0% | +2.1% | -1.1% |
| 1Y | +0.1% | +19.9% | -19.8% | -20.2% |
| 3Y | +28.3% | +75.8% | -47.5% | -37.6% |
| 5Y | +30.5% | +73.8% | -43.4% | -35.9% |
| 10Y | +139.1% | +295.9% | -156.8% | -62.9% |
| All | +387.1% | +896.7% | -509.6% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling