+554.8%
MA vs VMC
+146.3%
+408.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.5% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | +11.3% | +18.6% | -7.2% | +4.3% |
| 3M | +16.7% | +2.0% | +14.6% | +15.5% |
| 6M | +32.8% | +2.6% | +30.2% | +30.4% |
| YTD | +15.6% | +2.3% | +13.4% | +12.4% |
| 1Y | +19.6% | +1.7% | +17.9% | +16.4% |
| 3Y | +72.1% | +41.7% | +30.4% | +43.5% |
| 5Y | +96.0% | +46.6% | +49.4% | +58.9% |
| 10Y | +554.8% | +140.3% | +414.5% | +317.3% |
| All | +554.8% | +146.3% | +408.5% | +317.3% |
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