+215.9%
MAS vs VFC
-46.8%
+262.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | +2.0% | +11.2% | -9.2% | -1.3% |
| 30D | +19.4% | +41.5% | -22.1% | +7.2% |
| 3M | +9.4% | +38.9% | -29.5% | -1.2% |
| 6M | +15.3% | +6.1% | +9.2% | +12.6% |
| YTD | +31.3% | +14.5% | +16.8% | +24.5% |
| 1Y | +34.9% | +46.0% | -11.1% | +18.5% |
| 3Y | +58.6% | +36.4% | +22.2% | +25.3% |
| 5Y | +40.7% | -67.5% | +108.2% | +86.4% |
| All | +215.9% | -46.8% | +262.7% | +240.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling