+990.1%
VZ vs MAS
+1,430.5%
-440.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | +0.1% | -0.8% | +0.8% | +0.2% |
| 30D | +7.9% | -5.6% | +13.5% | +8.9% |
| 3M | +13.6% | +4.4% | +9.2% | +12.3% |
| 6M | +1.1% | +7.2% | -6.1% | -0.9% |
| YTD | +29.3% | +16.1% | +13.2% | +24.6% |
| 1Y | +21.2% | +0.1% | +21.1% | +19.9% |
| 3Y | +75.9% | +28.3% | +47.6% | +63.9% |
| 5Y | +24.1% | +30.5% | -6.4% | +13.5% |
| 10Y | +62.4% | +139.1% | -76.7% | +29.2% |
| All | +990.1% | +1,430.5% | -440.4% | +440.4% |
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 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