+54.3%
VEA vs MAS
+47.3%
+7.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +1.6% |
| 7D | +0.4% | +3.3% | -2.9% | -0.6% |
| 30D | -0.7% | +25.5% | -26.1% | -7.2% |
| 3M | -3.9% | +11.8% | -15.6% | -7.2% |
| 6M | -0.6% | +21.3% | -21.9% | -7.0% |
| YTD | +12.9% | +37.7% | -24.8% | +0.7% |
| 1Y | +18.4% | +41.0% | -22.6% | +4.6% |
| 3Y | +75.3% | +63.0% | +12.3% | +43.2% |
| 5Y | +54.3% | +44.1% | +10.2% | +28.7% |
| All | +54.3% | +47.3% | +7.0% | +28.7% |
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 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