+13,583.3%
MA vs VTV
+536.6%
+13,046.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -0.1% |
| 7D | -1.7% | -1.1% | -0.6% | -0.5% |
| 30D | +1.7% | -1.0% | +2.7% | +2.8% |
| 3M | +17.2% | +4.6% | +12.5% | +11.5% |
| 6M | +13.3% | +13.5% | -0.2% | -1.7% |
| YTD | +0.2% | +18.5% | -18.3% | -17.1% |
| 1Y | -2.7% | +22.9% | -25.6% | -22.6% |
| 3Y | +39.1% | +67.8% | -28.8% | -21.4% |
| 5Y | +68.8% | +81.8% | -13.1% | -11.6% |
| 10Y | +515.1% | +233.0% | +282.1% | +72.3% |
| All | +13,583.3% | +536.6% | +13,046.7% | +2,213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling