-79.5%
MASS vs VT
+95.8%
-175.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.3% | +0.4% | -6.8% | -7.3% |
| 30D | +19.5% | +1.0% | +18.5% | +17.2% |
| 3M | +13.9% | +2.4% | +11.6% | +8.7% |
| 6M | +49.1% | +12.0% | +37.1% | +20.0% |
| YTD | +91.4% | +15.3% | +76.1% | +44.7% |
| 1Y | +82.7% | +22.6% | +60.1% | +21.8% |
| 3Y | +41.4% | +74.7% | -33.3% | -54.7% |
| 5Y | -74.3% | +66.1% | -140.5% | -89.9% |
| All | -79.5% | +95.8% | -175.3% | -93.8% |
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