+227.8%
VTV vs MAS
+219.2%
+8.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | 0.0% | +3.6% | -3.5% | -1.2% |
| 30D | +3.2% | +23.8% | -20.6% | -4.4% |
| 3M | +1.7% | +14.4% | -12.8% | -3.4% |
| 6M | +11.0% | +19.7% | -8.7% | +2.9% |
| YTD | +21.0% | +36.0% | -14.9% | +5.8% |
| 1Y | +24.3% | +40.4% | -16.1% | +7.2% |
| 3Y | +76.9% | +58.9% | +18.0% | +41.3% |
| 5Y | +76.9% | +44.5% | +32.4% | +43.2% |
| 10Y | +227.8% | +214.8% | +13.0% | +91.4% |
| All | +227.8% | +219.2% | +8.6% | +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 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