+593.1%
MA vs VUG
+398.3%
+194.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.1% |
| 7D | +1.3% | +2.5% | -1.2% | -0.9% |
| 30D | +9.6% | -6.3% | +15.9% | +15.2% |
| 3M | +16.8% | -6.0% | +22.8% | +22.2% |
| 6M | +35.2% | -3.5% | +38.7% | +37.1% |
| YTD | +16.6% | +3.9% | +12.6% | +9.9% |
| 1Y | +19.8% | +5.1% | +14.7% | +11.7% |
| 3Y | +70.7% | +77.9% | -7.2% | -7.5% |
| 5Y | +87.4% | +62.4% | +25.0% | +10.5% |
| All | +593.1% | +398.3% | +194.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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