+161.1%
VEA vs MAS
+217.4%
-56.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.3% | -1.8% | +0.6% | -0.7% |
| 30D | 0.0% | +23.6% | -23.6% | -6.9% |
| 3M | -3.6% | +12.4% | -16.0% | -7.5% |
| 6M | -0.5% | +21.9% | -22.4% | -7.8% |
| YTD | +13.0% | +36.1% | -23.1% | 0.0% |
| 1Y | +16.3% | +39.5% | -23.2% | +1.9% |
| 3Y | +74.4% | +59.1% | +15.3% | +42.1% |
| 5Y | +55.8% | +44.4% | +11.4% | +28.5% |
| 10Y | +161.1% | +217.0% | -55.9% | +60.5% |
| All | +161.1% | +217.4% | -56.3% | +60.5% |
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