+39.5%
MAS vs VCLT
-3.4%
+42.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.4% |
| 7D | -1.8% | -0.6% | -1.3% | -0.6% |
| 30D | +23.6% | +2.8% | +20.8% | +16.6% |
| 3M | +12.4% | -0.4% | +12.8% | +13.5% |
| 6M | +21.9% | -3.1% | +25.0% | +31.3% |
| YTD | +36.1% | -2.7% | +38.8% | +47.3% |
| 1Y | +39.5% | -3.7% | +43.2% | +54.2% |
| All | +39.5% | -3.4% | +42.9% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling