+27.6%
VWO vs MAS
+44.7%
-17.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.7% | -1.8% | +3.5% | +2.1% |
| 30D | -4.2% | +23.6% | -27.8% | -8.9% |
| 3M | -4.6% | +12.4% | -17.1% | -7.4% |
| 6M | -5.0% | +21.9% | -26.8% | -9.9% |
| YTD | +6.8% | +36.1% | -29.4% | -2.2% |
| 1Y | +5.8% | +39.5% | -33.7% | -3.8% |
| 3Y | +58.1% | +59.1% | -1.0% | +36.0% |
| 5Y | +27.6% | +44.4% | -16.9% | +10.9% |
| All | +27.6% | +44.7% | -17.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling