+338.7%
MAS vs VYM
+492.8%
-154.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.3% |
| 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% | +0.7% |
| 6M | +7.2% | +8.2% | -1.0% | -2.9% |
| YTD | +16.1% | +15.8% | +0.3% | -3.9% |
| 1Y | +0.1% | +20.8% | -20.7% | -21.7% |
| 3Y | +28.3% | +65.3% | -37.0% | -33.7% |
| 5Y | +30.5% | +76.6% | -46.1% | -37.9% |
| 10Y | +139.1% | +203.9% | -64.8% | -49.6% |
| All | +338.7% | +492.8% | -154.1% | -60.7% |
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 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