+99.3%
MA vs ROIV
+248.8%
-149.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -2.2% |
| 7D | +3.2% | -2.4% | +5.6% | +3.3% |
| 30D | +15.9% | +3.1% | +12.9% | +15.7% |
| 3M | +15.2% | +5.8% | +9.3% | +14.5% |
| 6M | +32.4% | +29.3% | +3.1% | +29.7% |
| YTD | +15.6% | +68.8% | -53.1% | +11.1% |
| 1Y | +19.3% | +81.0% | -61.7% | +14.0% |
| 3Y | +73.0% | +294.6% | -221.6% | +56.2% |
| 5Y | +93.7% | +373.1% | -279.4% | +60.2% |
| All | +99.3% | +248.8% | -149.5% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling