+92.3%
MA vs VO
+32.6%
+59.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +2.3% | -2.6% | +4.9% | +4.6% |
| 30D | +14.7% | -0.9% | +15.6% | +15.6% |
| 3M | +13.5% | -3.0% | +16.5% | +16.4% |
| 6M | +33.1% | +2.2% | +30.9% | +30.2% |
| YTD | +15.1% | +10.6% | +4.5% | +4.6% |
| 1Y | +18.7% | +12.5% | +6.2% | +6.2% |
| 3Y | +72.1% | +61.4% | +10.7% | +9.4% |
| All | +92.3% | +32.6% | +59.7% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling