+14.1%
VNQ vs MAS
+40.8%
-26.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.5% | +2.2% |
| 7D | +6.8% | +14.2% | -7.4% | +4.3% |
| 30D | +10.0% | +26.8% | -16.9% | +5.6% |
| 3M | 0.0% | +13.1% | -13.2% | -2.3% |
| 6M | +4.5% | +27.9% | -23.4% | -0.5% |
| YTD | +13.9% | +38.7% | -24.7% | +5.5% |
| 1Y | +14.1% | +40.4% | -26.3% | +5.3% |
| All | +14.1% | +40.8% | -26.7% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling