+102.5%
VGT vs MAS
+61.2%
+41.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.9% | -6.5% |
| 7D | -12.4% | +4.6% | -17.0% | -13.4% |
| 30D | -17.5% | +19.9% | -37.4% | -21.5% |
| 3M | -10.5% | +8.9% | -19.4% | -12.7% |
| 6M | +0.5% | +20.2% | -19.7% | -5.4% |
| YTD | +14.0% | +33.9% | -19.9% | +2.3% |
| 1Y | +10.6% | +34.7% | -24.0% | -1.0% |
| All | +102.5% | +61.2% | +41.3% | +67.0% |
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