+43.5%
MAS vs VO
+33.1%
+10.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | +0.7% |
| 7D | +4.6% | -3.3% | +7.9% | +8.8% |
| 30D | +19.9% | -1.8% | +21.7% | +22.6% |
| 3M | +8.9% | -3.4% | +12.3% | +13.5% |
| 6M | +20.2% | +3.0% | +17.2% | +16.7% |
| YTD | +33.9% | +10.7% | +23.2% | +20.1% |
| 1Y | +34.7% | +11.8% | +22.9% | +19.5% |
| 3Y | +60.4% | +60.4% | 0.0% | -4.0% |
| 5Y | +43.5% | +33.6% | +9.9% | +1.5% |
| All | +43.5% | +33.1% | +10.3% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling