+92.3%
MA vs VMC
+42.5%
+49.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +14.7% | +15.8% | -1.1% | +8.0% |
| 3M | +13.5% | +0.6% | +12.9% | +13.0% |
| 6M | +33.1% | -4.0% | +37.1% | +34.3% |
| YTD | +15.1% | -0.3% | +15.4% | +12.3% |
| 1Y | +18.7% | -0.5% | +19.2% | +15.8% |
| 3Y | +72.1% | +39.6% | +32.5% | +34.9% |
| All | +92.3% | +42.5% | +49.8% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling