+1,620.6%
MAS vs VFC
+1,337.9%
+282.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.3% |
| 7D | +4.6% | +10.9% | -6.3% | +0.5% |
| 30D | +19.9% | +40.6% | -20.7% | +5.2% |
| 3M | +8.9% | +34.4% | -25.6% | -2.9% |
| 6M | +20.2% | +12.3% | +7.9% | +14.1% |
| YTD | +33.9% | +14.4% | +19.5% | +25.1% |
| 1Y | +34.7% | +40.6% | -5.9% | +15.7% |
| 3Y | +60.4% | +40.1% | +20.3% | +16.6% |
| 5Y | +43.5% | -67.6% | +111.0% | +84.6% |
| 10Y | +226.7% | -45.9% | +272.6% | +204.3% |
| All | +1,620.6% | +1,337.9% | +282.8% | +406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling