+215.9%
MAS vs VCLT
+17.8%
+198.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | +2.0% | +0.3% | +1.7% | +1.8% |
| 30D | +19.4% | +3.7% | +15.7% | +16.6% |
| 3M | +9.4% | -1.5% | +10.9% | +10.7% |
| 6M | +15.3% | -3.8% | +19.2% | +18.8% |
| YTD | +31.3% | -3.1% | +34.4% | +34.9% |
| 1Y | +34.9% | -3.8% | +38.6% | +39.2% |
| 3Y | +58.6% | +16.7% | +41.9% | +47.4% |
| 5Y | +40.7% | -17.4% | +58.1% | +49.6% |
| All | +215.9% | +17.8% | +198.1% | +223.4% |
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