+173.7%
VEA vs MAS
+364.6%
-190.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | +1.0% | -0.8% | +1.7% | +1.2% |
| 30D | +1.9% | -5.6% | +7.5% | +3.8% |
| 3M | +3.2% | +4.4% | -1.2% | +1.0% |
| 6M | +10.2% | +7.2% | +3.0% | +6.4% |
| YTD | +18.9% | +16.1% | +2.8% | +11.2% |
| 1Y | +29.3% | +0.1% | +29.2% | +26.9% |
| 3Y | +76.8% | +28.3% | +48.5% | +55.8% |
| 5Y | +61.2% | +30.5% | +30.8% | +38.3% |
| 10Y | +163.3% | +139.1% | +24.2% | +75.8% |
| All | +173.7% | +364.6% | -190.9% | +14.6% |
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