+503.0%
MA vs VNQ
+64.0%
+439.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.1% |
| 7D | -1.7% | -1.3% | -0.5% | -0.8% |
| 30D | +1.7% | -2.6% | +4.3% | +3.6% |
| 3M | +17.2% | -2.0% | +19.2% | +18.8% |
| 6M | +13.3% | +4.3% | +9.0% | +9.4% |
| YTD | +0.2% | +9.2% | -9.0% | -6.7% |
| 1Y | -2.7% | +5.6% | -8.3% | -7.2% |
| 3Y | +39.1% | +30.8% | +8.2% | +10.4% |
| 5Y | +68.8% | +8.0% | +60.8% | +55.7% |
| All | +503.0% | +64.0% | +439.0% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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