+2,723.0%
VRT vs MAS
+108.2%
+2,614.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.4% |
| 7D | +9.1% | -0.8% | +9.9% | +9.6% |
| 30D | +0.9% | -5.6% | +6.5% | +3.8% |
| 3M | -13.4% | +4.4% | -17.8% | -15.6% |
| 6M | +11.7% | +7.2% | +4.5% | +6.4% |
| YTD | +73.2% | +16.1% | +57.1% | +55.6% |
| 1Y | +123.4% | +0.1% | +123.3% | +116.2% |
| 3Y | +606.2% | +28.3% | +577.9% | +469.7% |
| 5Y | +899.9% | +30.5% | +869.4% | +691.7% |
| All | +2,723.0% | +108.2% | +2,614.8% | +1,692.5% |
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