+57.5%
VZ vs MAS
+67.0%
-9.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.6% | +1.5% |
| 7D | +6.9% | +14.2% | -7.2% | +5.5% |
| 30D | +2.3% | +26.8% | -24.6% | -0.1% |
| 3M | 0.0% | +13.1% | -13.1% | -1.3% |
| 6M | +0.2% | +27.9% | -27.7% | -2.3% |
| YTD | +20.9% | +38.7% | -17.8% | +16.6% |
| 1Y | +25.2% | +40.4% | -15.1% | +20.6% |
| All | +57.5% | +67.0% | -9.5% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling