+33.8%
MAS vs VEU
+75.1%
-41.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.8% |
| 30D | -5.6% | +2.2% | -7.7% | -7.4% |
| 3M | +4.4% | +3.0% | +1.5% | +1.4% |
| 6M | +7.2% | +10.9% | -3.7% | -3.0% |
| YTD | +16.1% | +18.2% | -2.1% | -1.5% |
| 1Y | +0.1% | +28.3% | -28.2% | -21.6% |
| All | +33.8% | +75.1% | -41.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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