+377.4%
VT vs MAS
+671.6%
-294.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | +1.0% | -5.6% | +6.5% | +2.9% |
| 3M | +2.4% | +4.4% | -2.1% | +0.1% |
| 6M | +12.0% | +7.2% | +4.8% | +7.9% |
| YTD | +15.3% | +16.1% | -0.8% | +7.5% |
| 1Y | +22.6% | +0.1% | +22.5% | +20.0% |
| 3Y | +74.7% | +28.3% | +46.4% | +53.2% |
| 5Y | +66.1% | +30.5% | +35.7% | +42.0% |
| 10Y | +225.0% | +139.1% | +85.9% | +116.6% |
| All | +377.4% | +671.6% | -294.1% | +91.4% |
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 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