+13,824.2%
MA vs VMC
+329.9%
+13,494.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -2.7% | -4.3% | +1.6% | -1.0% |
| 30D | +1.5% | -8.2% | +9.8% | +4.9% |
| 3M | +20.4% | -7.0% | +27.5% | +23.2% |
| 6M | +11.1% | -10.8% | +21.9% | +15.0% |
| YTD | +2.0% | -7.4% | +9.3% | +3.2% |
| 1Y | -2.2% | -9.5% | +7.3% | -0.2% |
| 3Y | +41.9% | +20.5% | +21.4% | +26.8% |
| 5Y | +75.4% | +51.6% | +23.8% | +41.7% |
| 10Y | +527.5% | +150.0% | +377.5% | +286.0% |
| All | +13,824.2% | +329.9% | +13,494.3% | +6,176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling