+44.5%
VNQ vs MAS
+59.6%
-15.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +2.2% | +3.6% | -1.4% | +1.1% |
| 30D | +7.1% | +23.8% | -16.7% | +0.6% |
| 3M | +0.8% | +14.4% | -13.6% | -3.2% |
| 6M | +2.2% | +19.7% | -17.5% | -4.0% |
| YTD | +12.8% | +36.0% | -23.1% | +0.3% |
| 1Y | +11.7% | +40.4% | -28.6% | -2.0% |
| 3Y | +44.5% | +58.9% | -14.4% | +9.3% |
| All | +44.5% | +59.6% | -15.1% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling