+33.8%
MAS vs VYM
+65.4%
-31.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.4% |
| 7D | -0.8% | 0.0% | -0.7% | -0.7% |
| 30D | -5.6% | -0.5% | -5.0% | -4.8% |
| 3M | +4.4% | +3.0% | +1.4% | +0.6% |
| 6M | +7.2% | +8.2% | -1.0% | -3.3% |
| YTD | +16.1% | +15.8% | +0.3% | -4.2% |
| 1Y | +0.1% | +20.8% | -20.7% | -21.9% |
| All | +33.8% | +65.4% | -31.6% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling