+102.6%
V vs MAS
+41.7%
+60.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.3% |
| 7D | +2.9% | +4.6% | -1.6% | +1.8% |
| 30D | +14.0% | +19.9% | -5.9% | +8.7% |
| 3M | +14.9% | +8.9% | +6.0% | +12.1% |
| 6M | +31.7% | +20.2% | +11.6% | +24.4% |
| YTD | +21.2% | +33.9% | -12.7% | +9.6% |
| 1Y | +25.3% | +34.7% | -9.4% | +13.0% |
| 3Y | +77.5% | +60.4% | +17.1% | +44.9% |
| 5Y | +102.6% | +43.5% | +59.1% | +70.3% |
| All | +102.6% | +41.7% | +60.9% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling