+291.9%
VTI vs MAS
+230.1%
+61.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +0.7% |
| 7D | +0.2% | +3.3% | -3.0% | -1.0% |
| 30D | -2.9% | +25.5% | -28.3% | -11.3% |
| 3M | -2.6% | +11.8% | -14.4% | -7.2% |
| 6M | +2.8% | +21.3% | -18.6% | -6.1% |
| YTD | +11.6% | +37.7% | -26.2% | -4.5% |
| 1Y | +13.6% | +41.0% | -27.4% | -3.8% |
| 3Y | +79.9% | +63.0% | +16.9% | +38.3% |
| 5Y | +64.3% | +44.1% | +20.1% | +30.2% |
| 10Y | +291.9% | +224.3% | +67.6% | +118.4% |
| All | +291.9% | +230.1% | +61.7% | +118.4% |
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