+13,824.1%
MA vs VNQ
+257.4%
+13,566.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -2.7% | -1.3% | -1.4% | -2.0% |
| 30D | +1.5% | -2.9% | +4.5% | +3.3% |
| 3M | +20.4% | +0.8% | +19.6% | +19.8% |
| 6M | +11.1% | +2.5% | +8.7% | +9.3% |
| YTD | +2.0% | +10.6% | -8.7% | -4.3% |
| 1Y | -2.2% | +9.1% | -11.2% | -7.5% |
| 3Y | +41.9% | +31.0% | +10.8% | +18.9% |
| 5Y | +75.4% | +4.9% | +70.4% | +67.5% |
| 10Y | +527.5% | +59.5% | +468.1% | +370.2% |
| All | +13,824.1% | +257.4% | +13,566.8% | +6,500.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling