-39.3%
VG vs MAS
-5.5%
-33.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.1% |
| 7D | +1.7% | -0.8% | +2.4% | +1.6% |
| 30D | +16.0% | -5.6% | +21.6% | +15.2% |
| 3M | +9.7% | +4.4% | +5.3% | +8.9% |
| 6M | +29.6% | +7.2% | +22.4% | +29.5% |
| YTD | +112.0% | +16.1% | +95.9% | +101.7% |
| 1Y | +12.8% | +0.1% | +12.7% | +15.1% |
| All | -39.3% | -5.5% | -33.8% | -49.3% |
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