+619.5%
VRT vs MAS
+29.0%
+590.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.7% |
| 7D | +9.1% | -0.8% | +9.9% | +9.4% |
| 30D | +0.9% | -5.6% | +6.5% | +2.9% |
| 3M | -13.4% | +4.4% | -17.8% | -14.3% |
| 6M | +11.7% | +7.2% | +4.5% | +8.5% |
| YTD | +73.2% | +16.1% | +57.1% | +61.2% |
| 1Y | +123.4% | +0.1% | +123.3% | +120.0% |
| All | +619.5% | +29.0% | +590.5% | +570.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling