+499.0%
MA vs ITOT
+300.1%
+198.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | +0.3% |
| 7D | -3.5% | -2.0% | -1.4% | -1.3% |
| 30D | +0.7% | -2.0% | +2.7% | +2.8% |
| 3M | +15.8% | +4.5% | +11.2% | +9.9% |
| 6M | +10.2% | +12.6% | -2.4% | -4.2% |
| YTD | -0.5% | +12.0% | -12.5% | -13.0% |
| 1Y | -1.8% | +17.3% | -19.1% | -18.7% |
| 3Y | +38.7% | +75.2% | -36.5% | -29.2% |
| 5Y | +67.6% | +74.0% | -6.4% | -13.7% |
| All | +499.0% | +300.1% | +198.9% | +19.5% |
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