+569.6%
MA vs VEA
+160.4%
+409.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.5% |
| 7D | -1.8% | -1.3% | -0.5% | -0.7% |
| 30D | +11.0% | 0.0% | +11.1% | +10.9% |
| 3M | +17.9% | -3.6% | +21.4% | +21.6% |
| 6M | +33.2% | -0.5% | +33.7% | +31.6% |
| YTD | +16.5% | +13.0% | +3.5% | -1.1% |
| 1Y | +19.1% | +16.3% | +2.8% | -2.0% |
| 3Y | +70.6% | +74.4% | -3.9% | -13.0% |
| 5Y | +92.1% | +55.8% | +36.3% | +12.5% |
| 10Y | +569.6% | +161.1% | +408.5% | +114.6% |
| All | +569.6% | +160.4% | +409.1% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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