+24.8%
MA vs VG
-49.4%
+74.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +1.8% | -7.7% | +9.5% | +1.9% |
| 30D | +11.8% | -8.8% | +20.6% | +11.9% |
| 3M | +17.2% | -15.6% | +32.8% | +17.4% |
| 6M | +33.4% | +5.2% | +28.2% | +32.6% |
| YTD | +16.1% | +76.9% | -60.8% | +12.1% |
| 1Y | +19.9% | +42.5% | -22.6% | +16.7% |
| All | +24.8% | -49.4% | +74.2% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling