+224.3%
MAS vs VYM
+208.3%
+15.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +1.9% |
| 7D | +3.3% | -0.7% | +4.0% | +4.2% |
| 30D | +25.5% | +2.5% | +23.0% | +22.3% |
| 3M | +11.8% | -1.2% | +13.0% | +13.6% |
| 6M | +21.3% | +5.9% | +15.4% | +14.5% |
| YTD | +37.7% | +15.4% | +22.4% | +18.6% |
| 1Y | +41.0% | +18.8% | +22.2% | +17.6% |
| 3Y | +63.0% | +73.8% | -10.8% | -8.9% |
| 5Y | +44.1% | +70.5% | -26.3% | -16.5% |
| 10Y | +224.3% | +203.2% | +21.1% | -14.5% |
| All | +224.3% | +208.3% | +15.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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