+542.8%
VRT vs MAS
+41.7%
+501.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.4% | -10.6% | -12.0% |
| 7D | -28.1% | +4.6% | -32.7% | -30.3% |
| 30D | -30.2% | +19.9% | -50.1% | -38.0% |
| 3M | -36.4% | +8.9% | -45.3% | -40.3% |
| 6M | -48.2% | +20.2% | -68.3% | -54.4% |
| YTD | +9.2% | +33.9% | -24.7% | -13.3% |
| 1Y | -7.2% | +34.7% | -41.9% | -26.8% |
| 3Y | +338.7% | +60.4% | +278.3% | +169.8% |
| 5Y | +542.8% | +43.5% | +499.4% | +329.5% |
| All | +542.8% | +41.7% | +501.2% | +329.5% |
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 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