+214.8%
MAS vs VYM
+203.1%
+11.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.8% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +23.8% | +3.0% | +20.9% | +20.0% |
| 3M | +14.4% | -1.0% | +15.4% | +16.1% |
| 6M | +19.7% | +6.4% | +13.4% | +12.4% |
| YTD | +36.0% | +15.9% | +20.0% | +16.5% |
| 1Y | +40.4% | +18.7% | +21.6% | +17.2% |
| 3Y | +58.9% | +72.8% | -13.9% | -10.7% |
| 5Y | +44.5% | +71.2% | -26.7% | -16.7% |
| 10Y | +214.8% | +203.5% | +11.3% | -15.7% |
| All | +214.8% | +203.1% | +11.7% | -15.7% |
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