+905.2%
VRT vs MAS
+32.0%
+873.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.3% |
| 7D | +9.1% | -0.8% | +9.9% | +9.6% |
| 30D | +0.9% | -5.6% | +6.5% | +4.2% |
| 3M | -13.4% | +4.4% | -17.8% | -16.1% |
| 6M | +11.7% | +7.2% | +4.5% | +5.1% |
| YTD | +73.2% | +16.1% | +57.1% | +51.4% |
| 1Y | +123.4% | +0.1% | +123.3% | +114.4% |
| 3Y | +606.2% | +28.3% | +577.9% | +414.8% |
| All | +905.2% | +32.0% | +873.2% | +572.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling