+402.0%
VNQ vs MAS
+357.4%
+44.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.3% |
| 30D | +6.2% | +23.6% | -17.4% | -3.7% |
| 3M | +1.5% | +12.4% | -10.9% | -4.2% |
| 6M | +2.1% | +21.9% | -19.8% | -8.2% |
| YTD | +12.8% | +36.1% | -23.4% | -5.1% |
| 1Y | +10.4% | +39.5% | -29.1% | -8.2% |
| 3Y | +44.4% | +59.1% | -14.7% | +9.9% |
| 5Y | +7.4% | +44.4% | -37.0% | -16.5% |
| 10Y | +84.0% | +217.0% | -133.0% | -6.7% |
| All | +402.0% | +357.4% | +44.6% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling