+76.1%
VUG vs MAS
+61.2%
+14.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.0% | -4.7% |
| 7D | -7.1% | +4.6% | -11.7% | -8.0% |
| 30D | -12.1% | +19.9% | -32.0% | -15.8% |
| 3M | -8.1% | +8.9% | -17.0% | -10.1% |
| 6M | -3.2% | +20.2% | -23.4% | -8.0% |
| YTD | +0.5% | +33.9% | -33.4% | -8.3% |
| 1Y | -0.7% | +34.7% | -35.3% | -9.6% |
| All | +76.1% | +61.2% | +14.9% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling