+159.8%
VXUS vs MAS
+782.4%
-622.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.2% | -2.6% |
| 7D | -3.4% | +4.6% | -8.0% | -4.8% |
| 30D | -5.8% | +19.9% | -25.7% | -11.3% |
| 3M | -6.4% | +8.9% | -15.3% | -9.3% |
| 6M | -2.5% | +20.2% | -22.7% | -9.0% |
| YTD | +7.9% | +33.9% | -26.0% | -3.5% |
| 1Y | +11.5% | +34.7% | -23.2% | -0.6% |
| 3Y | +63.4% | +60.4% | +3.1% | +34.5% |
| 5Y | +42.9% | +43.5% | -0.5% | +19.4% |
| 10Y | +138.9% | +226.7% | -87.8% | +46.6% |
| All | +159.8% | +782.4% | -622.5% | -3.8% |
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 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