+332.4%
MAS vs VEU
+192.1%
+140.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.2% |
| 7D | -0.8% | +1.1% | -1.9% | -1.9% |
| 30D | -5.6% | +2.2% | -7.7% | -7.6% |
| 3M | +4.4% | +3.0% | +1.5% | +1.1% |
| 6M | +7.2% | +10.9% | -3.7% | -3.7% |
| YTD | +16.1% | +18.2% | -2.1% | -2.4% |
| 1Y | +0.1% | +28.3% | -28.2% | -22.7% |
| 3Y | +28.3% | +74.6% | -46.3% | -27.8% |
| 5Y | +30.5% | +56.4% | -25.9% | -17.7% |
| 10Y | +139.1% | +153.0% | -13.9% | -9.8% |
| All | +332.4% | +192.1% | +140.3% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling