-78.4%
MASS vs VT
+84.2%
-162.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.6% |
| 7D | -6.1% | -2.3% | -3.8% | -1.4% |
| 30D | -10.4% | -5.0% | -5.4% | +0.1% |
| 3M | +27.2% | -4.9% | +32.1% | +42.0% |
| 6M | +31.0% | -1.5% | +32.6% | +36.9% |
| YTD | +101.1% | +8.5% | +92.7% | +73.5% |
| 1Y | +35.4% | +11.4% | +24.0% | +10.1% |
| 3Y | +78.7% | +70.1% | +8.6% | -39.5% |
| 5Y | -72.2% | +53.7% | -125.9% | -87.1% |
| All | -78.4% | +84.2% | -162.6% | -92.6% |
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