+15,614.6%
MA vs VIG
+638.9%
+14,975.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +2.3% | -1.8% | +4.1% | +4.6% |
| 30D | +14.7% | +2.7% | +12.0% | +11.0% |
| 3M | +13.5% | 0.0% | +13.5% | +13.6% |
| 6M | +33.1% | +6.8% | +26.4% | +22.6% |
| YTD | +15.1% | +12.1% | +3.0% | -0.5% |
| 1Y | +18.7% | +14.8% | +3.9% | -0.5% |
| 3Y | +72.1% | +62.4% | +9.7% | -7.0% |
| 5Y | +92.8% | +59.6% | +33.2% | +7.5% |
| 10Y | +571.6% | +261.5% | +310.2% | +39.8% |
| All | +15,614.6% | +638.9% | +14,975.7% | +1,546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling