+396.2%
MAS vs VYM
+477.4%
-81.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.3% |
| 7D | +2.0% | -2.8% | +4.8% | +6.1% |
| 30D | +19.4% | +1.0% | +18.3% | +17.9% |
| 3M | +9.4% | -2.9% | +12.3% | +14.1% |
| 6M | +15.3% | +2.6% | +12.8% | +12.1% |
| YTD | +31.3% | +12.8% | +18.5% | +12.8% |
| 1Y | +34.9% | +16.8% | +18.1% | +10.7% |
| 3Y | +58.6% | +66.9% | -8.3% | -18.9% |
| 5Y | +40.7% | +66.5% | -25.8% | -27.1% |
| 10Y | +220.4% | +207.8% | +12.6% | -33.9% |
| All | +396.2% | +477.4% | -81.3% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling