+100.7%
MA vs ROIV
+298.6%
-197.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -1.8% | +9.5% | -11.2% | -2.3% |
| 30D | +11.0% | +21.0% | -10.0% | +9.7% |
| 3M | +17.9% | +18.7% | -0.9% | +16.4% |
| 6M | +33.2% | +44.5% | -11.4% | +29.6% |
| YTD | +16.5% | +92.9% | -76.4% | +11.0% |
| 1Y | +19.1% | +100.2% | -81.1% | +13.1% |
| 3Y | +70.6% | +375.0% | -304.5% | +52.4% |
| 5Y | +92.1% | +435.2% | -343.1% | +58.0% |
| All | +100.7% | +298.6% | -197.8% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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