+72.1%
MA vs VUG
+78.4%
-6.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +2.3% | -3.4% | +5.7% | +3.6% |
| 30D | +14.7% | -11.1% | +25.8% | +19.9% |
| 3M | +13.5% | -7.2% | +20.7% | +16.5% |
| 6M | +33.1% | -4.1% | +37.3% | +34.2% |
| YTD | +15.1% | +1.4% | +13.7% | +12.8% |
| 1Y | +18.7% | +1.9% | +16.8% | +16.0% |
| 3Y | +72.1% | +77.7% | -5.7% | +22.1% |
| All | +72.1% | +78.4% | -6.3% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling