+40.6%
VRTX vs MAS
+61.2%
-20.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | -0.4% |
| 7D | +0.5% | +4.6% | -4.1% | -0.5% |
| 30D | +8.0% | +19.9% | -11.9% | +3.9% |
| 3M | +11.9% | +8.9% | +3.0% | +9.7% |
| 6M | +27.8% | +20.2% | +7.7% | +22.3% |
| YTD | +19.7% | +33.9% | -14.2% | +10.8% |
| 1Y | +30.1% | +34.7% | -4.6% | +20.2% |
| All | +40.6% | +61.2% | -20.6% | +31.5% |
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 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