+72.1%
MA vs VLTO
+69.5%
+2.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +2.3% | +5.4% | -3.1% | +0.2% |
| 30D | +14.7% | +22.3% | -7.6% | +5.9% |
| 3M | +13.5% | +19.6% | -6.1% | +5.7% |
| 6M | +33.1% | +35.2% | -2.0% | +17.8% |
| YTD | +15.1% | +17.9% | -2.8% | +6.9% |
| 1Y | +18.7% | +19.5% | -0.8% | +9.6% |
| 3Y | +72.1% | +73.9% | -1.8% | +47.9% |
| All | +72.1% | +69.5% | +2.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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