+212.3%
MAS vs VCLT
+21.5%
+190.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.5% |
| 7D | +3.0% | -2.3% | +5.3% | +4.6% |
| 30D | +22.4% | +0.8% | +21.7% | +21.9% |
| 3M | +14.5% | -2.7% | +17.1% | +16.8% |
| 6M | +27.1% | -4.3% | +31.4% | +31.6% |
| YTD | +35.8% | -4.3% | +40.1% | +40.8% |
| 1Y | +39.4% | -4.4% | +43.8% | +44.6% |
| 3Y | +60.3% | +13.8% | +46.5% | +51.2% |
| 5Y | +39.4% | -17.0% | +56.4% | +48.8% |
| All | +212.3% | +21.5% | +190.8% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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