+2,207.2%
MA vs VT
+374.2%
+1,833.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | +0.4% | -3.2% | -3.1% |
| 30D | +1.5% | +1.0% | +0.6% | +0.4% |
| 3M | +20.4% | +2.4% | +18.0% | +16.8% |
| 6M | +11.1% | +12.0% | -0.9% | -2.4% |
| YTD | +2.0% | +15.3% | -13.4% | -13.3% |
| 1Y | -2.2% | +22.6% | -24.7% | -22.0% |
| 3Y | +41.9% | +74.7% | -32.8% | -22.7% |
| 5Y | +75.4% | +66.1% | +9.2% | +1.5% |
| 10Y | +527.5% | +225.0% | +302.5% | +92.1% |
| All | +2,207.2% | +374.2% | +1,833.0% | +507.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling