+82.5%
VNQ vs MAS
+230.1%
-147.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | -0.1% |
| 7D | +2.4% | +3.3% | -0.9% | +1.0% |
| 30D | +7.3% | +25.5% | -18.1% | -2.0% |
| 3M | -0.3% | +11.8% | -12.1% | -5.0% |
| 6M | +2.5% | +21.3% | -18.9% | -6.5% |
| YTD | +13.1% | +37.7% | -24.7% | -3.4% |
| 1Y | +11.9% | +41.0% | -29.1% | -5.5% |
| 3Y | +46.2% | +63.0% | -16.8% | +12.9% |
| 5Y | +7.4% | +44.1% | -36.7% | -14.6% |
| 10Y | +82.5% | +224.3% | -141.8% | +4.5% |
| All | +82.5% | +230.1% | -147.7% | +4.5% |
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