+23.7%
MA vs VG
-51.4%
+75.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.3% | -22.0% | +24.3% | +2.7% |
| 30D | +14.7% | -11.6% | +26.3% | +14.8% |
| 3M | +13.5% | -14.9% | +28.4% | +13.7% |
| 6M | +33.1% | -3.5% | +36.6% | +32.6% |
| YTD | +15.1% | +70.0% | -54.9% | +11.1% |
| 1Y | +18.7% | +50.0% | -31.3% | +15.1% |
| All | +23.7% | -51.4% | +75.0% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling