+0.1%
MAS vs VFC
-6.8%
+6.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.9% |
| 7D | -0.8% | -1.6% | +0.9% | -0.2% |
| 30D | -5.6% | -11.6% | +6.1% | -1.3% |
| 3M | +4.4% | -18.1% | +22.5% | +12.3% |
| 6M | +7.2% | -27.4% | +34.6% | +18.1% |
| YTD | +16.1% | -24.8% | +40.9% | +26.2% |
| 1Y | +0.1% | -8.2% | +8.3% | +0.9% |
| All | +0.1% | -6.8% | +6.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling