+67.1%
VZ vs MAS
+219.8%
-152.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.5% |
| 7D | +5.6% | +4.6% | +1.1% | +4.8% |
| 30D | +1.9% | +19.9% | -18.0% | -1.3% |
| 3M | +0.8% | +8.9% | -8.1% | -0.8% |
| 6M | +0.6% | +20.2% | -19.5% | -3.0% |
| YTD | +20.8% | +33.9% | -13.1% | +13.6% |
| 1Y | +23.9% | +34.7% | -10.7% | +16.3% |
| 3Y | +55.7% | +60.4% | -4.7% | +38.9% |
| 5Y | +21.5% | +43.5% | -21.9% | +9.1% |
| All | +67.1% | +219.8% | -152.7% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling