+13,824.1%
MA vs VWO
+212.7%
+13,611.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.6% |
| 7D | -2.7% | +1.1% | -3.8% | -3.4% |
| 30D | +1.5% | +2.4% | -0.9% | -0.2% |
| 3M | +20.4% | +2.0% | +18.4% | +18.1% |
| 6M | +11.1% | +10.7% | +0.5% | +2.4% |
| YTD | +2.0% | +14.4% | -12.5% | -8.4% |
| 1Y | -2.2% | +22.7% | -24.9% | -16.4% |
| 3Y | +41.9% | +64.2% | -22.3% | -2.2% |
| 5Y | +75.4% | +35.8% | +39.6% | +37.8% |
| 10Y | +527.5% | +114.7% | +412.8% | +263.9% |
| All | +13,824.1% | +212.7% | +13,611.5% | +6,220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling