-73.2%
MASS vs VT
+53.2%
-126.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.2% | -0.3% |
| 7D | -21.0% | -4.2% | -16.8% | -13.5% |
| 30D | -17.7% | -5.8% | -11.9% | -6.5% |
| 3M | +20.7% | -5.2% | +25.9% | +35.6% |
| 6M | +43.2% | +0.1% | +43.0% | +45.2% |
| YTD | +93.3% | +8.2% | +85.1% | +68.0% |
| 1Y | +25.3% | +10.1% | +15.2% | +4.6% |
| 3Y | +54.3% | +69.7% | -15.4% | -47.1% |
| 5Y | -73.2% | +53.4% | -126.6% | -88.2% |
| All | -73.2% | +53.2% | -126.4% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling