+88.5%
MA vs VWO
+25.3%
+63.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +1.3% | +2.0% | -0.7% | +0.2% |
| 30D | +9.6% | -4.3% | +13.9% | +12.1% |
| 3M | +16.8% | -6.4% | +23.2% | +20.7% |
| 6M | +35.2% | -5.6% | +40.8% | +38.3% |
| YTD | +16.6% | +5.2% | +11.4% | +10.5% |
| 1Y | +19.8% | +5.2% | +14.6% | +13.5% |
| 3Y | +70.7% | +55.5% | +15.2% | +18.1% |
| All | +88.5% | +25.3% | +63.2% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling