+483.0%
V vs MAS
+241.3%
+241.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +1.8% |
| 7D | +9.0% | +14.2% | -5.2% | +3.9% |
| 30D | +18.1% | +26.8% | -8.7% | +8.3% |
| 3M | +18.3% | +13.1% | +5.2% | +12.8% |
| 6M | +34.1% | +27.9% | +6.2% | +21.0% |
| YTD | +25.2% | +38.7% | -13.4% | +7.9% |
| 1Y | +29.3% | +40.4% | -11.1% | +10.8% |
| 3Y | +83.4% | +66.1% | +17.2% | +40.4% |
| 5Y | +117.2% | +47.4% | +69.8% | +70.8% |
| 10Y | +483.0% | +238.3% | +244.7% | +195.7% |
| All | +483.0% | +241.3% | +241.7% | +195.7% |
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