-76.5%
MASS vs VT
+89.0%
-165.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.6% | +6.4% | +3.8% |
| 7D | +12.7% | +0.4% | +12.4% | +12.5% |
| 30D | -4.5% | -2.6% | -1.9% | +1.8% |
| 3M | +29.6% | -3.2% | +32.9% | +40.0% |
| 6M | +40.9% | +0.9% | +39.9% | +40.5% |
| YTD | +119.2% | +11.3% | +107.9% | +80.1% |
| 1Y | +56.0% | +14.0% | +42.0% | +21.4% |
| 3Y | +132.3% | +75.8% | +56.4% | -26.4% |
| 5Y | -66.1% | +57.8% | -124.0% | -85.1% |
| All | -76.5% | +89.0% | -165.5% | -92.3% |
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