+329.3%
VWO vs MAS
+287.9%
+41.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | +1.1% | -0.8% | +1.8% | +1.3% |
| 30D | +2.4% | -5.6% | +7.9% | +4.4% |
| 3M | +2.0% | +4.4% | -2.5% | -0.5% |
| 6M | +10.7% | +7.2% | +3.5% | +6.3% |
| YTD | +14.4% | +16.1% | -1.7% | +6.2% |
| 1Y | +22.7% | +0.1% | +22.6% | +19.9% |
| 3Y | +64.2% | +28.3% | +35.9% | +41.8% |
| 5Y | +35.8% | +30.5% | +5.3% | +12.9% |
| 10Y | +114.7% | +139.1% | -24.4% | +32.9% |
| All | +329.3% | +287.9% | +41.4% | +69.9% |
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 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