+77.8%
VNQ vs MAS
+214.9%
-137.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +1.9% | +2.4% | -0.4% | +0.9% |
| 30D | +7.9% | +19.8% | -11.9% | +0.3% |
| 3M | -1.5% | +9.8% | -11.4% | -5.5% |
| 6M | +0.3% | +15.8% | -15.4% | -6.7% |
| YTD | +11.3% | +31.8% | -20.6% | -3.2% |
| 1Y | +11.8% | +35.4% | -23.6% | -4.0% |
| 3Y | +40.8% | +59.2% | -18.4% | +9.7% |
| 5Y | +5.7% | +41.2% | -35.5% | -15.2% |
| All | +77.8% | +214.9% | -137.1% | +4.1% |
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