+19.4%
MA vs VO
+13.8%
+5.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | -0.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | +11.3% | +0.5% | +10.8% | +11.2% |
| 3M | +16.7% | -1.0% | +17.7% | +17.0% |
| 6M | +32.8% | +6.4% | +26.4% | +29.2% |
| YTD | +15.6% | +13.6% | +2.0% | +7.8% |
| All | +19.4% | +13.8% | +5.6% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling