+310.0%
VOO vs MAS
+230.1%
+79.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.5% | -2.2% | +0.7% |
| 7D | +0.1% | +3.3% | -3.2% | -1.2% |
| 30D | -3.3% | +25.5% | -28.8% | -11.5% |
| 3M | -2.4% | +11.8% | -14.2% | -6.8% |
| 6M | +2.6% | +21.3% | -18.7% | -6.0% |
| YTD | +11.3% | +37.7% | -26.5% | -4.3% |
| 1Y | +13.4% | +41.0% | -27.6% | -3.5% |
| 3Y | +80.3% | +63.0% | +17.3% | +39.4% |
| 5Y | +72.7% | +44.1% | +28.6% | +37.5% |
| 10Y | +310.0% | +224.3% | +85.8% | +131.1% |
| All | +310.0% | +230.1% | +79.9% | +131.1% |
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