+67.5%
MAS vs VFC
+43.5%
+24.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.4% | +1.2% | +4.5% |
| 7D | +14.2% | +21.5% | -7.3% | +8.8% |
| 30D | +26.8% | +46.7% | -19.9% | +15.3% |
| 3M | +13.1% | +38.4% | -25.3% | +4.3% |
| 6M | +27.9% | +15.2% | +12.7% | +22.8% |
| YTD | +38.7% | +17.8% | +20.8% | +31.9% |
| 1Y | +40.4% | +55.6% | -15.2% | +25.7% |
| All | +67.5% | +43.5% | +24.0% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling