+593.1%
MA vs ITOT
+287.5%
+305.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +1.3% | +2.5% | -1.2% | -1.4% |
| 30D | +9.6% | -1.7% | +11.3% | +11.3% |
| 3M | +16.8% | -3.4% | +20.1% | +20.6% |
| 6M | +35.2% | +2.1% | +33.1% | +30.8% |
| YTD | +16.6% | +11.5% | +5.1% | +1.9% |
| 1Y | +19.8% | +13.6% | +6.2% | +2.5% |
| 3Y | +70.7% | +77.2% | -6.5% | -14.4% |
| 5Y | +87.4% | +64.4% | +23.0% | +3.0% |
| All | +593.1% | +287.5% | +305.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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