-2.7%
MA vs VWO
+16.3%
-19.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -1.7% | -1.8% | 0.0% | -1.8% |
| 30D | +1.7% | -0.1% | +1.8% | +1.7% |
| 3M | +17.2% | +2.2% | +15.0% | +16.9% |
| 6M | +13.3% | +8.8% | +4.6% | +10.9% |
| YTD | +0.2% | +12.4% | -12.2% | -2.2% |
| 1Y | -2.7% | +15.6% | -18.3% | -7.7% |
| All | -2.7% | +16.3% | -19.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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