+212.3%
MAS vs VYM
+205.6%
+6.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.4% |
| 7D | +3.0% | +3.7% | -0.7% | -1.1% |
| 30D | +22.4% | +3.7% | +18.7% | +17.7% |
| 3M | +14.5% | -0.7% | +15.2% | +15.7% |
| 6M | +27.1% | +7.2% | +19.9% | +18.2% |
| YTD | +35.8% | +16.9% | +18.8% | +15.1% |
| 1Y | +39.4% | +19.6% | +19.8% | +15.4% |
| 3Y | +60.3% | +74.6% | -14.3% | -11.0% |
| 5Y | +39.4% | +72.3% | -32.9% | -20.3% |
| All | +212.3% | +205.6% | +6.7% | -16.9% |
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