+505.6%
MA vs VMC
+149.2%
+356.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | -1.8% | -0.5% | -1.2% | -1.6% |
| 30D | +1.4% | -9.1% | +10.5% | +5.0% |
| 3M | +17.7% | -4.1% | +21.9% | +19.0% |
| 6M | +9.7% | -5.5% | +15.2% | +10.9% |
| YTD | +0.5% | -8.9% | +9.4% | +2.2% |
| 1Y | -2.1% | -12.9% | +10.9% | +1.2% |
| 3Y | +40.1% | +22.1% | +18.0% | +24.2% |
| 5Y | +67.5% | +52.7% | +14.8% | +34.6% |
| 10Y | +505.6% | +152.7% | +352.9% | +296.7% |
| All | +505.6% | +149.2% | +356.4% | +296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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