+41.0%
MAS vs VTEB
+3.9%
+37.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.4% |
| 7D | +2.0% | +1.0% | +0.9% | -0.5% |
| 30D | +19.4% | +4.9% | +14.4% | +6.7% |
| 3M | +9.4% | 0.0% | +9.4% | +9.8% |
| 6M | +15.3% | -0.3% | +15.6% | +16.8% |
| YTD | +31.3% | +0.7% | +30.6% | +30.5% |
| 1Y | +34.9% | +1.1% | +33.7% | +33.1% |
| 3Y | +58.6% | +12.7% | +45.9% | +24.2% |
| All | +41.0% | +3.9% | +37.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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