+67.5%
MAS vs VLTO
+69.4%
-1.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.3% |
| 7D | +14.2% | +13.8% | +0.3% | +6.5% |
| 30D | +26.8% | +21.2% | +5.6% | +14.5% |
| 3M | +13.1% | +21.5% | -8.4% | +2.0% |
| 6M | +27.9% | +33.0% | -5.1% | +9.8% |
| YTD | +38.7% | +17.8% | +20.9% | +26.5% |
| 1Y | +40.4% | +18.1% | +22.3% | +27.6% |
| All | +67.5% | +69.4% | -1.9% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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