+85.0%
MA vs ROIV
+413.4%
-328.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.0% |
| 7D | -0.5% | +9.2% | -9.7% | -1.1% |
| 30D | +7.9% | +19.9% | -12.0% | +6.7% |
| 3M | +16.8% | +10.6% | +6.2% | +15.8% |
| 6M | +31.0% | +36.1% | -5.1% | +28.0% |
| YTD | +15.0% | +84.3% | -69.2% | +9.8% |
| 1Y | +17.0% | +87.6% | -70.5% | +11.5% |
| 3Y | +68.5% | +353.9% | -285.5% | +50.6% |
| 5Y | +85.0% | +376.1% | -291.1% | +47.5% |
| All | +85.0% | +413.4% | -328.4% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling