+77.8%
VNQ vs MAS
+213.7%
-135.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +1.9% | +2.0% | -0.1% | +1.1% |
| 30D | +7.9% | +19.4% | -11.4% | +0.5% |
| 3M | -1.5% | +9.4% | -10.9% | -5.3% |
| 6M | +0.3% | +15.3% | -15.0% | -6.5% |
| YTD | +11.3% | +31.3% | -20.1% | -3.1% |
| 1Y | +11.8% | +34.9% | -23.0% | -3.9% |
| 3Y | +40.8% | +58.6% | -17.8% | +9.9% |
| 5Y | +5.7% | +40.7% | -35.0% | -15.1% |
| All | +77.8% | +213.7% | -135.9% | +4.2% |
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 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