+3,917.6%
MA vs VEA
+170.4%
+3,747.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -2.7% | +1.0% | -3.7% | -3.5% |
| 30D | +1.5% | +1.9% | -0.4% | -0.4% |
| 3M | +20.4% | +3.2% | +17.2% | +16.0% |
| 6M | +11.1% | +10.2% | +0.9% | -0.3% |
| YTD | +2.0% | +18.9% | -16.9% | -15.0% |
| 1Y | -2.2% | +29.3% | -31.5% | -24.6% |
| 3Y | +41.9% | +76.8% | -34.9% | -19.1% |
| 5Y | +75.4% | +61.2% | +14.1% | +9.3% |
| 10Y | +527.5% | +163.3% | +364.3% | +159.2% |
| All | +3,917.6% | +170.4% | +3,747.2% | +1,561.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling