+693.9%
VGT vs MAS
+213.7%
+480.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.2% |
| 7D | -7.2% | +2.0% | -9.2% | -8.1% |
| 30D | -16.1% | +19.4% | -35.5% | -22.8% |
| 3M | -9.2% | +9.4% | -18.6% | -13.3% |
| 6M | -0.7% | +15.3% | -16.0% | -8.5% |
| YTD | +15.6% | +31.3% | -15.8% | -1.3% |
| 1Y | +14.4% | +34.9% | -20.5% | -3.9% |
| 3Y | +105.2% | +58.6% | +46.6% | +53.3% |
| 5Y | +100.0% | +40.7% | +59.3% | +55.1% |
| All | +693.9% | +213.7% | +480.2% | +317.1% |
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