+556.3%
MA vs VT
+214.8%
+341.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +2.0% |
| 7D | +3.2% | -4.2% | +7.4% | +8.1% |
| 30D | +15.9% | -5.8% | +21.7% | +23.7% |
| 3M | +15.2% | -5.2% | +20.4% | +21.8% |
| 6M | +32.4% | +0.1% | +32.2% | +30.3% |
| YTD | +15.6% | +8.2% | +7.4% | +3.2% |
| 1Y | +19.3% | +10.1% | +9.2% | +4.3% |
| 3Y | +73.0% | +69.7% | +3.3% | -12.2% |
| 5Y | +93.7% | +53.4% | +40.4% | +12.5% |
| All | +556.3% | +214.8% | +341.5% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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