+98.3%
MA vs ROIV
+270.3%
-172.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.9% |
| 7D | +2.3% | +5.3% | -3.0% | +2.0% |
| 30D | +14.7% | +11.9% | +2.8% | +13.9% |
| 3M | +13.5% | +10.7% | +2.8% | +12.6% |
| 6M | +33.1% | +34.9% | -1.8% | +30.1% |
| YTD | +15.1% | +79.2% | -64.1% | +10.1% |
| 1Y | +18.7% | +89.0% | -70.3% | +13.2% |
| 3Y | +72.1% | +337.3% | -265.3% | +54.5% |
| 5Y | +92.8% | +402.3% | -309.5% | +58.9% |
| All | +98.3% | +270.3% | -172.0% | +79.3% |
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