+693.9%
VGT vs MAS
+214.9%
+479.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | -7.2% | +2.4% | -9.6% | -8.3% |
| 30D | -16.1% | +19.8% | -36.0% | -22.9% |
| 3M | -9.2% | +9.8% | -19.0% | -13.5% |
| 6M | -0.7% | +15.8% | -16.5% | -8.6% |
| YTD | +15.6% | +31.8% | -16.3% | -1.5% |
| 1Y | +14.4% | +35.4% | -21.0% | -4.0% |
| 3Y | +105.2% | +59.2% | +46.0% | +53.0% |
| 5Y | +100.0% | +41.2% | +58.8% | +54.9% |
| All | +693.9% | +214.9% | +479.0% | +316.4% |
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