+11,955.6%
VRTX vs MAS
+1,813.2%
+10,142.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | -0.2% |
| 7D | +0.5% | +4.6% | -4.1% | -0.9% |
| 30D | +8.0% | +19.9% | -11.9% | +2.2% |
| 3M | +11.9% | +8.9% | +3.0% | +8.8% |
| 6M | +27.8% | +20.2% | +7.7% | +20.0% |
| YTD | +19.7% | +33.9% | -14.2% | +7.7% |
| 1Y | +30.1% | +34.7% | -4.6% | +16.8% |
| 3Y | +44.2% | +60.4% | -16.2% | +20.3% |
| 5Y | +181.3% | +43.5% | +137.9% | +136.5% |
| 10Y | +587.1% | +226.7% | +360.4% | +331.3% |
| All | +11,955.6% | +1,813.2% | +10,142.3% | +3,645.8% |
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