+398.7%
MAS vs VEU
+168.0%
+230.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.2% | +0.3% |
| 7D | +4.6% | -3.4% | +8.0% | +8.4% |
| 30D | +19.9% | -5.6% | +25.5% | +27.0% |
| 3M | +8.9% | -6.2% | +15.1% | +16.2% |
| 6M | +20.2% | -2.0% | +22.1% | +22.2% |
| YTD | +33.9% | +8.5% | +25.4% | +22.7% |
| 1Y | +34.7% | +12.1% | +22.6% | +19.3% |
| 3Y | +60.4% | +64.7% | -4.3% | -4.4% |
| 5Y | +43.5% | +45.3% | -1.8% | -2.5% |
| 10Y | +226.7% | +142.3% | +84.4% | +28.5% |
| All | +398.7% | +168.0% | +230.6% | +88.6% |
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