+408.9%
VUG vs MAS
+137.9%
+271.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.2% |
| 7D | -0.1% | -0.8% | +0.6% | +0.2% |
| 30D | -0.3% | -5.6% | +5.2% | +1.9% |
| 3M | -0.7% | +4.4% | -5.1% | -3.4% |
| 6M | +14.6% | +7.2% | +7.4% | +9.4% |
| YTD | +9.0% | +16.1% | -7.1% | -0.2% |
| 1Y | +14.9% | +0.1% | +14.8% | +11.6% |
| 3Y | +86.0% | +28.3% | +57.7% | +56.2% |
| 5Y | +76.7% | +30.5% | +46.2% | +44.0% |
| All | +408.9% | +137.9% | +271.0% | +212.6% |
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