+97.1%
VWO vs MAS
+215.9%
-118.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.4% |
| 7D | -0.4% | +2.4% | -2.7% | -1.1% |
| 30D | -7.6% | +19.8% | -27.5% | -12.6% |
| 3M | -7.6% | +9.8% | -17.5% | -10.4% |
| 6M | -8.7% | +15.8% | -24.5% | -13.5% |
| YTD | +3.2% | +31.8% | -28.7% | -6.7% |
| 1Y | +3.6% | +35.4% | -31.8% | -7.2% |
| 3Y | +51.8% | +59.2% | -7.4% | +25.6% |
| 5Y | +26.0% | +41.2% | -15.2% | +6.2% |
| All | +97.1% | +215.9% | -118.9% | +25.1% |
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