+40.8%
VNQ vs MAS
+58.1%
-17.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +1.9% | +2.0% | -0.1% | +1.3% |
| 30D | +7.9% | +19.4% | -11.4% | +2.5% |
| 3M | -1.5% | +9.4% | -10.9% | -4.3% |
| 6M | +0.3% | +15.3% | -15.0% | -4.8% |
| YTD | +11.3% | +31.3% | -20.1% | -0.1% |
| 1Y | +11.8% | +34.9% | -23.0% | -0.7% |
| 3Y | +40.8% | +58.6% | -17.8% | +4.7% |
| All | +40.8% | +58.1% | -17.3% | +4.7% |
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