-99.4%
MASK vs VT
+32.0%
-131.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.2% | -4.1% | +19.3% | +21.0% |
| 7D | -30.5% | -4.2% | -26.3% | -26.7% |
| 30D | -43.3% | -5.8% | -37.5% | -38.6% |
| 3M | -67.9% | -5.2% | -62.6% | -65.5% |
| 6M | -77.4% | +0.1% | -77.5% | -77.9% |
| YTD | -92.2% | +8.2% | -100.4% | -93.2% |
| 1Y | -96.4% | +10.1% | -106.5% | -96.9% |
| All | -99.4% | +32.0% | -131.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling