+387.8%
VUG vs MAS
+213.7%
+174.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.7% |
| 7D | -3.4% | +2.0% | -5.4% | -4.2% |
| 30D | -11.1% | +19.4% | -30.5% | -17.5% |
| 3M | -7.2% | +9.4% | -16.7% | -11.1% |
| 6M | -4.1% | +15.3% | -19.5% | -11.0% |
| YTD | +1.4% | +31.3% | -29.9% | -12.3% |
| 1Y | +1.9% | +34.9% | -33.0% | -13.0% |
| 3Y | +77.7% | +58.6% | +19.1% | +35.3% |
| 5Y | +57.6% | +40.7% | +16.9% | +24.1% |
| All | +387.8% | +213.7% | +174.1% | +170.8% |
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 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