+78.7%
VNQ vs MAS
+215.0%
-136.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.8% | +3.0% | -2.2% | -0.4% |
| 30D | +6.8% | +22.4% | -15.6% | -1.6% |
| 3M | -1.3% | +14.5% | -15.8% | -6.8% |
| 6M | +2.4% | +27.1% | -24.8% | -8.3% |
| YTD | +12.1% | +35.8% | -23.6% | -3.7% |
| 1Y | +12.0% | +39.4% | -27.4% | -5.0% |
| 3Y | +44.8% | +60.3% | -15.5% | +12.5% |
| 5Y | +6.9% | +39.4% | -32.6% | -13.8% |
| All | +78.7% | +215.0% | -136.3% | +3.1% |
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