+402.2%
MAS vs VO
+827.2%
-425.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.0% |
| 7D | -0.8% | -0.3% | -0.5% | -0.4% |
| 30D | -5.6% | -0.3% | -5.2% | -5.2% |
| 3M | +4.4% | +2.9% | +1.5% | +1.2% |
| 6M | +7.2% | +9.3% | -2.1% | -3.1% |
| YTD | +16.1% | +14.2% | +1.9% | -0.3% |
| 1Y | +0.1% | +15.3% | -15.2% | -14.9% |
| 3Y | +28.3% | +56.2% | -27.9% | -23.6% |
| 5Y | +30.5% | +42.4% | -12.0% | -13.5% |
| 10Y | +139.1% | +194.7% | -55.6% | -37.5% |
| All | +402.2% | +827.2% | -425.0% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling