+557.4%
VRTX vs MAS
+213.7%
+343.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.4% |
| 7D | -2.1% | +2.0% | -4.1% | -2.7% |
| 30D | +8.2% | +19.4% | -11.2% | +2.9% |
| 3M | +13.0% | +9.4% | +3.6% | +9.9% |
| 6M | +27.9% | +15.3% | +12.6% | +21.9% |
| YTD | +20.7% | +31.3% | -10.6% | +9.8% |
| 1Y | +31.4% | +34.9% | -3.4% | +18.5% |
| 3Y | +41.8% | +58.6% | -16.8% | +19.1% |
| 5Y | +183.7% | +40.7% | +143.0% | +141.9% |
| All | +557.4% | +213.7% | +343.7% | +272.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling