+212.3%
MAS vs VMC
+125.2%
+87.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +3.0% | -1.3% | +4.3% | +3.7% |
| 30D | +22.4% | +15.5% | +7.0% | +14.3% |
| 3M | +14.5% | +0.6% | +13.9% | +14.3% |
| 6M | +27.1% | +2.1% | +25.1% | +26.1% |
| YTD | +35.8% | -1.6% | +37.3% | +36.6% |
| 1Y | +39.4% | -1.2% | +40.6% | +40.1% |
| 3Y | +60.3% | +35.3% | +24.9% | +38.0% |
| 5Y | +39.4% | +43.6% | -4.2% | +15.5% |
| All | +212.3% | +125.2% | +87.1% | +99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling