+786.7%
VGT vs MAS
+140.6%
+646.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.3% |
| 30D | +1.3% | -5.6% | +6.9% | +3.7% |
| 3M | -1.1% | +4.4% | -5.6% | -4.1% |
| 6M | +32.6% | +7.2% | +25.4% | +26.1% |
| YTD | +29.0% | +16.1% | +12.9% | +17.1% |
| 1Y | +39.7% | +0.1% | +39.6% | +35.3% |
| 3Y | +120.9% | +28.3% | +92.6% | +83.5% |
| 5Y | +133.6% | +30.5% | +103.1% | +88.2% |
| All | +786.7% | +140.6% | +646.0% | +424.9% |
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 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