+58.6%
MAS vs VCLT
+16.8%
+41.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.8% |
| 7D | +2.0% | +0.3% | +1.7% | +1.6% |
| 30D | +19.4% | +3.7% | +15.7% | +13.8% |
| 3M | +9.4% | -1.0% | +10.4% | +11.0% |
| 6M | +15.3% | -3.4% | +18.7% | +21.3% |
| YTD | +31.3% | -2.6% | +33.9% | +37.2% |
| 1Y | +34.9% | -3.3% | +38.1% | +42.0% |
| 3Y | +58.6% | +17.3% | +41.3% | +32.4% |
| All | +58.6% | +16.8% | +41.8% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling