+513.2%
MA vs VIG
+241.3%
+271.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.1% |
| 7D | -3.5% | -1.2% | -2.3% | -2.1% |
| 30D | +0.8% | -2.8% | +3.6% | +4.4% |
| 3M | +14.8% | +2.5% | +12.3% | +11.3% |
| 6M | +10.0% | +8.1% | +1.9% | -0.6% |
| YTD | -0.1% | +9.6% | -9.7% | -11.3% |
| 1Y | -2.2% | +14.2% | -16.4% | -17.6% |
| 3Y | +39.3% | +56.1% | -16.8% | -21.7% |
| 5Y | +66.3% | +62.8% | +3.5% | -10.7% |
| 10Y | +513.2% | +248.2% | +265.0% | +31.1% |
| All | +513.2% | +241.3% | +271.9% | +31.1% |
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