+245.2%
MAS vs VTEB
+26.7%
+218.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.7% |
| 7D | -0.8% | -0.8% | 0.0% | +0.1% |
| 30D | -5.6% | -1.3% | -4.2% | -4.1% |
| 3M | +4.4% | -2.1% | +6.6% | +7.2% |
| 6M | +7.2% | -1.7% | +8.9% | +9.6% |
| YTD | +16.1% | -0.6% | +16.7% | +17.4% |
| 1Y | +0.1% | +3.1% | -3.0% | -2.5% |
| 3Y | +28.3% | +9.2% | +19.1% | +18.7% |
| 5Y | +30.5% | +2.2% | +28.3% | +25.9% |
| 10Y | +139.1% | +18.8% | +120.4% | +147.8% |
| All | +245.2% | +26.7% | +218.5% | +322.6% |
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 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