+22.6%
VZ vs MAS
+48.4%
-25.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.6% | +1.3% |
| 7D | +6.9% | +14.2% | -7.2% | +5.1% |
| 30D | +2.3% | +26.8% | -24.6% | -0.8% |
| 3M | 0.0% | +13.1% | -13.1% | -1.7% |
| 6M | +0.2% | +27.9% | -27.7% | -3.2% |
| YTD | +20.9% | +38.7% | -17.8% | +15.1% |
| 1Y | +25.2% | +40.4% | -15.1% | +18.9% |
| 3Y | +55.9% | +66.1% | -10.2% | +42.4% |
| 5Y | +22.6% | +47.4% | -24.8% | +8.9% |
| All | +22.6% | +48.4% | -25.8% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling