+461.6%
MAS vs ITOT
+847.8%
-386.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +0.9% | +2.0% |
| 7D | +4.6% | -4.8% | +9.3% | +11.0% |
| 30D | +19.9% | -5.9% | +25.8% | +29.0% |
| 3M | +8.9% | -4.9% | +13.8% | +15.7% |
| 6M | +20.2% | +1.4% | +18.7% | +17.9% |
| YTD | +33.9% | +8.4% | +25.5% | +21.1% |
| 1Y | +34.7% | +9.3% | +25.3% | +20.3% |
| 3Y | +60.4% | +73.8% | -13.4% | -21.1% |
| 5Y | +43.5% | +59.4% | -16.0% | -21.4% |
| 10Y | +226.7% | +294.5% | -67.8% | -49.7% |
| All | +461.6% | +847.8% | -386.1% | -68.5% |
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 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