+0.1%
MAS vs VMC
-8.5%
+8.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | -0.8% | -4.3% | +3.6% | +2.1% |
| 30D | -5.6% | -8.2% | +2.7% | -0.2% |
| 3M | +4.4% | -7.0% | +11.5% | +9.4% |
| 6M | +7.2% | -10.8% | +18.0% | +14.1% |
| YTD | +16.1% | -7.4% | +23.5% | +19.5% |
| 1Y | +0.1% | -9.5% | +9.6% | +3.7% |
| All | +0.1% | -8.5% | +8.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling