+1,250.4%
VUG vs MAS
+404.3%
+846.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.1% |
| 7D | -0.1% | -0.8% | +0.6% | +0.1% |
| 30D | -0.3% | -5.6% | +5.2% | +1.5% |
| 3M | -0.7% | +4.4% | -5.1% | -2.8% |
| 6M | +14.6% | +7.2% | +7.4% | +10.6% |
| YTD | +9.0% | +16.1% | -7.1% | +1.9% |
| 1Y | +14.9% | +0.1% | +14.8% | +12.4% |
| 3Y | +86.0% | +28.3% | +57.7% | +64.2% |
| 5Y | +76.7% | +30.5% | +46.2% | +53.5% |
| 10Y | +411.3% | +139.1% | +272.2% | +257.2% |
| All | +1,250.4% | +404.3% | +846.1% | +499.7% |
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