+99.2%
MA vs ROIV
+287.3%
-188.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.2% |
| 7D | -0.3% | +13.3% | -13.7% | -1.1% |
| 30D | +11.3% | +14.8% | -3.4% | +10.4% |
| 3M | +16.7% | +11.9% | +4.8% | +15.6% |
| 6M | +32.8% | +42.4% | -9.6% | +29.4% |
| YTD | +15.6% | +87.4% | -71.8% | +10.3% |
| 1Y | +19.6% | +97.2% | -77.7% | +13.7% |
| 3Y | +72.1% | +375.7% | -303.6% | +53.7% |
| 5Y | +96.0% | +379.0% | -283.0% | +62.0% |
| All | +99.2% | +287.3% | -188.1% | +79.7% |
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