-2.2%
MA vs VEU
+28.8%
-31.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -2.7% | +1.1% | -3.8% | -2.7% |
| 30D | +1.5% | +2.2% | -0.6% | +1.5% |
| 3M | +20.4% | +3.0% | +17.4% | +20.3% |
| 6M | +11.1% | +10.9% | +0.3% | +8.9% |
| YTD | +2.0% | +18.2% | -16.2% | -3.0% |
| 1Y | -2.2% | +28.3% | -30.4% | -12.0% |
| All | -2.2% | +28.8% | -31.0% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling