+359.2%
VT vs MAS
+772.2%
-413.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | -1.6% | +9.3% | -10.9% | -4.7% |
| 30D | -2.5% | +20.2% | -22.7% | -8.7% |
| 3M | -1.3% | +10.5% | -11.8% | -5.1% |
| 6M | +3.1% | +16.4% | -13.3% | -3.4% |
| YTD | +10.9% | +31.2% | -20.3% | -1.2% |
| 1Y | +12.1% | +31.4% | -19.3% | -0.4% |
| 3Y | +73.9% | +57.2% | +16.7% | +41.9% |
| 5Y | +58.0% | +40.7% | +17.3% | +31.4% |
| 10Y | +225.5% | +224.5% | +1.0% | +95.5% |
| All | +359.2% | +772.2% | -413.0% | +75.8% |
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