+725.0%
VTV vs MAS
+404.3%
+320.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +1.1% | -5.6% | +6.7% | +2.9% |
| 3M | +5.9% | +4.4% | +1.4% | +3.6% |
| 6M | +11.6% | +7.2% | +4.4% | +7.5% |
| YTD | +19.8% | +16.1% | +3.7% | +11.8% |
| 1Y | +26.2% | +0.1% | +26.1% | +23.6% |
| 3Y | +68.5% | +28.3% | +40.2% | +48.3% |
| 5Y | +79.9% | +30.5% | +49.4% | +53.9% |
| 10Y | +229.7% | +139.1% | +90.6% | +121.5% |
| All | +725.0% | +404.3% | +320.7% | +222.3% |
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