+153.6%
VEA vs MAS
+435.8%
-282.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -2.6% |
| 7D | -3.2% | +4.6% | -7.8% | -4.7% |
| 30D | -4.1% | +19.9% | -24.0% | -10.0% |
| 3M | -5.5% | +8.9% | -14.4% | -8.5% |
| 6M | -0.4% | +20.2% | -20.5% | -7.3% |
| YTD | +10.2% | +33.9% | -23.7% | -2.0% |
| 1Y | +15.3% | +34.7% | -19.3% | +2.3% |
| 3Y | +68.7% | +60.4% | +8.3% | +37.7% |
| 5Y | +50.3% | +43.5% | +6.8% | +24.8% |
| 10Y | +155.4% | +226.7% | -71.3% | +53.6% |
| All | +153.6% | +435.8% | -282.1% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling