0.0%
VRT vs MAS
+32.0%
-32.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.8% |
| 7D | -21.4% | +2.0% | -23.3% | -21.7% |
| 30D | -25.8% | +19.4% | -45.2% | -29.3% |
| 3M | -33.5% | +9.4% | -43.0% | -35.2% |
| 6M | -49.0% | +15.3% | -64.4% | -49.9% |
| YTD | +12.9% | +31.3% | -18.4% | +3.5% |
| 1Y | 0.0% | +34.9% | -34.8% | -8.0% |
| All | 0.0% | +32.0% | -32.0% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling