+59.9%
MAS vs VMC
+35.7%
+24.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.4% |
| 7D | +1.2% | -1.7% | +2.8% | +2.3% |
| 30D | +21.6% | +15.3% | +6.3% | +11.5% |
| 3M | +14.1% | +0.3% | +13.8% | +13.9% |
| 6M | +22.6% | +0.9% | +21.7% | +22.0% |
| YTD | +35.4% | -1.0% | +36.5% | +35.1% |
| 1Y | +37.5% | -4.3% | +41.8% | +39.8% |
| All | +59.9% | +35.7% | +24.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling