+43.3%
MA vs VO
+56.6%
-13.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | +1.5% | -0.3% | +1.9% | +1.7% |
| 3M | +20.4% | +2.9% | +17.5% | +17.8% |
| 6M | +11.1% | +9.3% | +1.8% | +3.9% |
| YTD | +2.0% | +14.2% | -12.2% | -7.9% |
| 1Y | -2.2% | +15.3% | -17.4% | -12.3% |
| All | +43.3% | +56.6% | -13.3% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling