+46.5%
MAS vs VLTO
+27.2%
+19.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.6% |
| 7D | -0.8% | -2.3% | +1.5% | +0.4% |
| 30D | -5.6% | -0.9% | -4.7% | -5.1% |
| 3M | +4.4% | +13.8% | -9.4% | -2.1% |
| 6M | +7.2% | +2.0% | +5.2% | +5.9% |
| YTD | +16.1% | -3.2% | +19.3% | +17.4% |
| 1Y | +0.1% | -9.2% | +9.3% | +4.9% |
| All | +46.5% | +27.2% | +19.3% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling