+56.1%
VWO vs MAS
+59.6%
-3.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +2.1% | +3.6% | -1.5% | +1.4% |
| 30D | -5.5% | +23.8% | -29.3% | -9.5% |
| 3M | -6.2% | +14.4% | -20.6% | -8.8% |
| 6M | -6.4% | +19.7% | -26.1% | -10.4% |
| YTD | +5.4% | +36.0% | -30.5% | -2.6% |
| 1Y | +4.5% | +40.4% | -35.8% | -4.2% |
| 3Y | +56.1% | +58.9% | -2.8% | +36.8% |
| All | +56.1% | +59.6% | -3.5% | +36.8% |
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 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