+67.5%
MA vs VEU
+56.3%
+11.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -1.8% | +1.7% | -3.4% | -2.9% |
| 30D | +1.4% | +1.0% | +0.4% | +0.6% |
| 3M | +17.7% | +5.6% | +12.1% | +12.4% |
| 6M | +9.7% | +13.7% | -4.0% | -2.5% |
| YTD | +0.5% | +17.7% | -17.2% | -13.8% |
| 1Y | -2.1% | +25.8% | -27.8% | -21.0% |
| 3Y | +40.1% | +77.1% | -37.0% | -20.2% |
| 5Y | +67.5% | +57.1% | +10.4% | +9.1% |
| All | +67.5% | +56.3% | +11.2% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling