+34.9%
MAS vs VFC
+41.4%
-6.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | +2.0% | +11.2% | -9.2% | -2.5% |
| 30D | +19.4% | +41.5% | -22.1% | +3.3% |
| 3M | +9.4% | +38.9% | -29.5% | -4.8% |
| 6M | +15.3% | +6.1% | +9.2% | +10.4% |
| YTD | +31.3% | +14.5% | +16.8% | +19.9% |
| 1Y | +34.9% | +46.0% | -11.1% | +13.1% |
| All | +34.9% | +41.4% | -6.5% | +13.1% |
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