+33.8%
MAS vs VMC
+21.0%
+12.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | -0.8% | -4.3% | +3.6% | +1.9% |
| 30D | -5.6% | -8.2% | +2.7% | -0.6% |
| 3M | +4.4% | -7.0% | +11.5% | +9.1% |
| 6M | +7.2% | -10.8% | +18.0% | +14.4% |
| YTD | +16.1% | -7.4% | +23.5% | +20.6% |
| 1Y | +0.1% | -9.5% | +9.6% | +5.1% |
| All | +33.8% | +21.0% | +12.7% | +19.8% |
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