+387.7%
V vs MAS
+137.9%
+249.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | -1.7% | -0.8% | -1.0% | -1.5% |
| 30D | +2.0% | -5.6% | +7.5% | +3.9% |
| 3M | +17.4% | +4.4% | +12.9% | +14.5% |
| 6M | +17.5% | +7.2% | +10.3% | +12.4% |
| YTD | +7.6% | +16.1% | -8.5% | -0.9% |
| 1Y | +7.7% | +0.1% | +7.6% | +4.8% |
| 3Y | +54.7% | +28.3% | +26.4% | +31.1% |
| 5Y | +73.0% | +30.5% | +42.6% | +41.3% |
| All | +387.7% | +137.9% | +249.8% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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