+1,855.0%
VRT vs MAS
+143.8%
+1,711.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.5% |
| 7D | -17.7% | +3.6% | -21.3% | -19.3% |
| 30D | -20.0% | +23.8% | -43.8% | -29.0% |
| 3M | -28.1% | +14.4% | -42.5% | -33.5% |
| 6M | -42.8% | +19.7% | -62.6% | -48.7% |
| YTD | +20.0% | +36.0% | -16.0% | -1.5% |
| 1Y | +3.5% | +40.4% | -36.8% | -16.7% |
| 3Y | +366.1% | +58.9% | +307.2% | +233.2% |
| 5Y | +632.2% | +44.5% | +587.6% | +442.3% |
| All | +1,855.0% | +143.8% | +1,711.2% | +1,034.7% |
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 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