+2,267.4%
VGT vs MAS
+404.3%
+1,863.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.3% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +1.3% | -5.6% | +6.9% | +3.2% |
| 3M | -1.1% | +4.4% | -5.6% | -3.4% |
| 6M | +32.6% | +7.2% | +25.4% | +27.7% |
| YTD | +29.0% | +16.1% | +12.9% | +20.1% |
| 1Y | +39.7% | +0.1% | +39.6% | +36.5% |
| 3Y | +120.9% | +28.3% | +92.6% | +94.2% |
| 5Y | +133.6% | +30.5% | +103.1% | +102.1% |
| 10Y | +792.6% | +139.1% | +653.4% | +517.1% |
| All | +2,267.4% | +404.3% | +1,863.1% | +878.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling