+35.3%
MAS vs VMC
+52.7%
-17.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.3% |
| 3M | +4.4% | -7.0% | +11.5% | +9.3% |
| 6M | +7.2% | -10.8% | +18.0% | +15.0% |
| YTD | +16.1% | -7.4% | +23.5% | +20.9% |
| 1Y | +0.1% | -9.5% | +9.6% | +5.5% |
| 3Y | +28.3% | +20.5% | +7.8% | +10.5% |
| All | +35.3% | +52.7% | -17.4% | -2.4% |
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