+41.0%
MAS vs VMC
+42.5%
-1.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.3% |
| 7D | +2.0% | +0.5% | +1.4% | +1.7% |
| 30D | +19.4% | +15.8% | +3.6% | +8.5% |
| 3M | +9.4% | +0.6% | +8.8% | +9.0% |
| 6M | +15.3% | -4.0% | +19.4% | +18.3% |
| YTD | +31.3% | -0.3% | +31.6% | +30.5% |
| 1Y | +34.9% | -0.5% | +35.4% | +34.0% |
| 3Y | +58.6% | +39.6% | +19.0% | +22.4% |
| All | +41.0% | +42.5% | -1.5% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling