+100.2%
MA vs ROIV
+292.3%
-192.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +1.8% | +14.3% | -12.5% | +1.0% |
| 30D | +11.8% | +16.2% | -4.4% | +10.8% |
| 3M | +17.2% | +15.1% | +2.0% | +15.9% |
| 6M | +33.4% | +44.2% | -10.8% | +29.9% |
| YTD | +16.1% | +89.8% | -73.7% | +10.8% |
| 1Y | +19.9% | +94.6% | -74.7% | +14.1% |
| 3Y | +70.1% | +367.5% | -297.5% | +52.1% |
| 5Y | +89.6% | +421.4% | -331.8% | +56.2% |
| All | +100.2% | +292.3% | -192.1% | +80.4% |
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