+779.5%
MAS vs VCLT
+101.2%
+678.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | +19.9% | +3.6% | +16.3% | +18.6% |
| 3M | +8.9% | -1.9% | +10.8% | +9.6% |
| 6M | +20.2% | -3.2% | +23.4% | +21.6% |
| YTD | +33.9% | -3.1% | +36.9% | +35.5% |
| 1Y | +34.7% | -3.1% | +37.7% | +36.3% |
| 3Y | +60.4% | +15.9% | +44.5% | +57.3% |
| 5Y | +43.5% | -17.4% | +60.8% | +39.2% |
| 10Y | +226.7% | +17.6% | +209.1% | +256.9% |
| All | +779.5% | +101.2% | +678.2% | +1,470.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling