+22.6%
MAS vs VYM
+7.2%
+15.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.7% |
| 7D | +1.2% | +3.3% | -2.2% | -5.4% |
| 30D | +21.6% | +3.8% | +17.8% | +12.0% |
| 3M | +14.1% | -0.4% | +14.5% | +16.0% |
| 6M | +22.6% | +7.1% | +15.5% | +9.0% |
| All | +22.6% | +7.2% | +15.4% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling