+919.3%
VZ vs MAS
+1,727.7%
-808.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.6% | +1.0% |
| 7D | +6.9% | +14.2% | -7.2% | +4.4% |
| 30D | +2.3% | +26.8% | -24.6% | -2.1% |
| 3M | 0.0% | +13.1% | -13.1% | -2.3% |
| 6M | +0.2% | +27.9% | -27.7% | -4.6% |
| YTD | +20.9% | +38.7% | -17.8% | +12.7% |
| 1Y | +25.2% | +40.4% | -15.1% | +16.5% |
| 3Y | +55.9% | +66.1% | -10.2% | +38.5% |
| 5Y | +22.6% | +47.4% | -24.8% | +9.7% |
| 10Y | +68.6% | +238.3% | -169.7% | +26.0% |
| All | +919.3% | +1,727.7% | -808.4% | +388.9% |
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 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