+222.1%
MAS vs VIG
+258.6%
-36.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | +0.6% |
| 7D | +4.6% | -2.0% | +6.5% | +7.2% |
| 30D | +19.9% | +2.7% | +17.1% | +16.2% |
| 3M | +8.9% | +0.3% | +8.6% | +8.7% |
| 6M | +20.2% | +7.6% | +12.6% | +10.7% |
| YTD | +33.9% | +12.5% | +21.4% | +17.5% |
| 1Y | +34.7% | +14.8% | +19.9% | +15.4% |
| 3Y | +60.4% | +63.2% | -2.8% | -8.2% |
| 5Y | +43.5% | +60.2% | -16.7% | -14.9% |
| All | +222.1% | +258.6% | -36.6% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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