+593.1%
MA vs VIG
+262.6%
+330.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | +3.5% | -2.2% | -3.0% |
| 30D | +9.6% | +4.9% | +4.7% | +3.2% |
| 3M | +16.8% | +2.5% | +14.3% | +13.2% |
| 6M | +35.2% | +11.0% | +24.2% | +18.4% |
| YTD | +16.6% | +16.0% | +0.6% | -3.6% |
| 1Y | +19.8% | +17.5% | +2.2% | -2.6% |
| 3Y | +70.7% | +67.0% | +3.7% | -12.0% |
| 5Y | +87.4% | +64.8% | +22.6% | -0.8% |
| All | +593.1% | +262.6% | +330.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling