+37.9%
MAS vs VCLT
-17.5%
+55.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +2.4% | +0.3% | +2.1% | +2.1% |
| 30D | +19.8% | +3.7% | +16.2% | +15.7% |
| 3M | +9.8% | -1.0% | +10.8% | +11.1% |
| 6M | +15.8% | -3.4% | +19.1% | +20.3% |
| YTD | +31.8% | -2.6% | +34.4% | +36.3% |
| 1Y | +35.4% | -3.3% | +38.7% | +40.9% |
| 3Y | +59.2% | +17.3% | +41.9% | +41.4% |
| All | +37.9% | -17.5% | +55.4% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling