+220.3%
MAS vs VT
+226.2%
-6.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +9.3% | -1.6% | +10.9% | +11.2% |
| 30D | +20.2% | -2.5% | +22.7% | +23.3% |
| 3M | +10.5% | -1.3% | +11.8% | +11.9% |
| 6M | +16.4% | +3.1% | +13.3% | +12.7% |
| YTD | +31.2% | +10.9% | +20.3% | +17.6% |
| 1Y | +31.4% | +12.1% | +19.3% | +16.4% |
| 3Y | +57.2% | +73.9% | -16.7% | -12.6% |
| 5Y | +40.7% | +58.0% | -17.3% | -13.2% |
| All | +220.3% | +226.2% | -6.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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