+38.3%
MAS vs VYM
+71.9%
-33.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.4% |
| 7D | +3.0% | +3.7% | -0.7% | -2.0% |
| 30D | +22.4% | +3.7% | +18.7% | +16.6% |
| 3M | +14.5% | -0.7% | +15.2% | +15.9% |
| 6M | +27.1% | +7.2% | +19.9% | +16.3% |
| YTD | +35.8% | +16.9% | +18.8% | +11.0% |
| 1Y | +39.4% | +19.6% | +19.8% | +10.6% |
| 3Y | +60.3% | +74.6% | -14.3% | -22.3% |
| All | +38.3% | +71.9% | -33.6% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling