+1,620.6%
MAS vs VMC
+3,538.2%
-1,917.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.6% | -1.3% |
| 7D | +4.6% | +1.9% | +2.7% | +3.6% |
| 30D | +19.9% | +14.7% | +5.1% | +11.7% |
| 3M | +8.9% | -0.3% | +9.1% | +9.2% |
| 6M | +20.2% | -1.7% | +21.8% | +21.4% |
| YTD | +33.9% | +0.7% | +33.2% | +33.2% |
| 1Y | +34.7% | +0.9% | +33.8% | +33.7% |
| 3Y | +60.4% | +40.5% | +19.9% | +32.7% |
| 5Y | +43.5% | +51.5% | -8.1% | +13.4% |
| 10Y | +226.7% | +166.5% | +60.2% | +72.9% |
| All | +1,620.6% | +3,538.2% | -1,917.5% | +193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling