-2.2%
MA vs VTV
+27.0%
-29.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.7% | +0.5% | -3.2% | -3.0% |
| 30D | +1.5% | +1.1% | +0.4% | +0.9% |
| 3M | +20.4% | +5.9% | +14.6% | +16.4% |
| 6M | +11.1% | +11.6% | -0.5% | +3.1% |
| YTD | +2.0% | +19.8% | -17.9% | -12.0% |
| 1Y | -2.2% | +26.2% | -28.4% | -19.5% |
| All | -2.2% | +27.0% | -29.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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