+505.6%
MA vs VO
+192.5%
+313.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -0.9% |
| 7D | -1.8% | +0.6% | -2.4% | -2.4% |
| 30D | +1.4% | -1.1% | +2.5% | +2.5% |
| 3M | +17.7% | +4.5% | +13.2% | +12.3% |
| 6M | +9.7% | +11.1% | -1.4% | -2.2% |
| YTD | +0.5% | +13.5% | -13.0% | -12.6% |
| 1Y | -2.1% | +14.5% | -16.6% | -15.7% |
| 3Y | +40.1% | +58.1% | -18.0% | -15.6% |
| 5Y | +67.5% | +43.3% | +24.2% | +12.2% |
| 10Y | +505.6% | +193.2% | +312.4% | +89.2% |
| All | +505.6% | +192.5% | +313.1% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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