+290.4%
MAS vs VTEB
+28.3%
+262.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | +2.0% | +1.0% | +0.9% | +0.7% |
| 30D | +19.4% | +4.9% | +14.4% | +13.0% |
| 3M | +9.4% | 0.0% | +9.4% | +9.5% |
| 6M | +15.3% | -0.3% | +15.6% | +15.9% |
| YTD | +31.3% | +0.7% | +30.6% | +30.8% |
| 1Y | +34.9% | +1.1% | +33.7% | +33.8% |
| 3Y | +58.6% | +12.7% | +45.9% | +42.4% |
| 5Y | +40.7% | +3.9% | +36.8% | +33.5% |
| 10Y | +220.4% | +21.7% | +198.7% | +236.5% |
| All | +290.4% | +28.3% | +262.1% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling