+183.8%
VXUS vs MAS
+665.2%
-481.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +2.2% | -5.6% | +7.8% | +4.0% |
| 3M | +3.0% | +4.4% | -1.5% | +0.8% |
| 6M | +10.7% | +7.2% | +3.5% | +7.0% |
| YTD | +17.8% | +16.1% | +1.7% | +10.6% |
| 1Y | +27.6% | +0.1% | +27.5% | +25.2% |
| 3Y | +73.3% | +28.3% | +45.0% | +53.4% |
| 5Y | +54.3% | +30.5% | +23.9% | +32.9% |
| 10Y | +149.8% | +139.1% | +10.7% | +69.1% |
| All | +183.8% | +665.2% | -481.4% | +10.2% |
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