+67.6%
MA vs VNQ
+5.5%
+62.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | -3.5% | -2.6% | -0.8% | -1.8% |
| 30D | +0.7% | -2.3% | +3.0% | +2.2% |
| 3M | +15.8% | -2.8% | +18.6% | +17.8% |
| 6M | +10.2% | +2.5% | +7.7% | +8.1% |
| YTD | -0.5% | +8.4% | -8.9% | -6.1% |
| 1Y | -1.8% | +6.8% | -8.6% | -6.4% |
| 3Y | +38.7% | +29.9% | +8.8% | +14.0% |
| 5Y | +67.6% | +7.2% | +60.4% | +65.0% |
| All | +67.6% | +5.5% | +62.1% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling