-1.8%
MA vs ITOT
+16.9%
-18.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | -3.5% | -2.0% | -1.4% | -2.9% |
| 30D | +0.7% | -2.0% | +2.7% | +1.3% |
| 3M | +15.8% | +4.5% | +11.2% | +13.8% |
| 6M | +10.2% | +12.6% | -2.4% | +3.4% |
| YTD | -0.5% | +12.0% | -12.5% | -6.2% |
| 1Y | -1.8% | +17.3% | -19.1% | -9.8% |
| All | -1.8% | +16.9% | -18.7% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling