+222.1%
MAS vs VO
+197.0%
+25.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | +0.3% |
| 7D | +4.6% | -3.3% | +7.9% | +8.4% |
| 30D | +19.9% | -1.8% | +21.7% | +22.4% |
| 3M | +8.9% | -3.4% | +12.3% | +13.1% |
| 6M | +20.2% | +3.0% | +17.2% | +17.1% |
| YTD | +33.9% | +10.7% | +23.2% | +21.3% |
| 1Y | +34.7% | +11.8% | +22.9% | +20.8% |
| 3Y | +60.4% | +60.4% | 0.0% | +0.3% |
| 5Y | +43.5% | +33.6% | +9.9% | +8.1% |
| All | +222.1% | +197.0% | +25.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling