+1,969.0%
VRT vs MAS
+148.6%
+1,820.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.6% | -18.5% | -15.7% |
| 7D | -15.4% | +14.2% | -29.6% | -21.5% |
| 30D | -19.0% | +26.8% | -45.8% | -29.2% |
| 3M | -23.8% | +13.1% | -37.0% | -29.5% |
| 6M | -37.9% | +27.9% | -65.8% | -46.3% |
| YTD | +27.0% | +38.7% | -11.7% | +2.9% |
| 1Y | +13.8% | +40.4% | -26.6% | -8.6% |
| 3Y | +410.3% | +66.1% | +344.2% | +254.6% |
| 5Y | +666.5% | +47.4% | +619.1% | +460.0% |
| All | +1,969.0% | +148.6% | +1,820.4% | +1,085.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling