-77.4%
MASS vs VT
+91.6%
-169.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +0.3% |
| 7D | -14.0% | -0.3% | -13.7% | -13.1% |
| 30D | -13.5% | -1.4% | -12.1% | -10.3% |
| 3M | +31.0% | -1.4% | +32.4% | +35.8% |
| 6M | +69.0% | +5.5% | +63.5% | +54.5% |
| YTD | +110.9% | +12.8% | +98.0% | +67.9% |
| 1Y | +42.8% | +15.4% | +27.4% | +8.1% |
| 3Y | +68.2% | +76.9% | -8.6% | -47.4% |
| 5Y | -69.9% | +60.4% | -130.3% | -87.2% |
| All | -77.4% | +91.6% | -169.0% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling