+231.0%
VTV vs MAS
+214.9%
+16.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.2% |
| 7D | -2.2% | +2.4% | -4.5% | -3.0% |
| 30D | +2.2% | +19.8% | -17.6% | -4.3% |
| 3M | +0.3% | +9.8% | -9.5% | -3.3% |
| 6M | +8.3% | +15.8% | -7.5% | +1.5% |
| YTD | +18.5% | +31.8% | -13.3% | +4.7% |
| 1Y | +23.0% | +35.4% | -12.4% | +7.5% |
| 3Y | +72.6% | +59.2% | +13.4% | +37.6% |
| 5Y | +73.3% | +41.2% | +32.0% | +41.2% |
| All | +231.0% | +214.9% | +16.1% | +93.1% |
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