+105.2%
VGT vs MAS
+58.1%
+47.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.8% |
| 7D | -7.2% | +2.0% | -9.2% | -7.7% |
| 30D | -16.1% | +19.4% | -35.5% | -20.2% |
| 3M | -9.2% | +9.4% | -18.6% | -11.6% |
| 6M | -0.7% | +15.3% | -16.0% | -5.4% |
| YTD | +15.6% | +31.3% | -15.8% | +4.2% |
| 1Y | +14.4% | +34.9% | -20.5% | +2.0% |
| 3Y | +105.2% | +58.6% | +46.6% | +70.0% |
| All | +105.2% | +58.1% | +47.1% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling