+51.8%
VWO vs MAS
+58.1%
-6.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.9% | +2.3% |
| 7D | -0.4% | +2.0% | -2.4% | -0.8% |
| 30D | -7.6% | +19.4% | -27.0% | -10.9% |
| 3M | -7.6% | +9.4% | -17.0% | -9.4% |
| 6M | -8.7% | +15.3% | -24.0% | -11.9% |
| YTD | +3.2% | +31.3% | -28.1% | -4.0% |
| 1Y | +3.6% | +34.9% | -31.3% | -4.2% |
| 3Y | +51.8% | +58.6% | -6.8% | +32.5% |
| All | +51.8% | +58.1% | -6.3% | +32.5% |
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