+83.0%
MAA vs VT
+223.7%
-140.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -1.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.5% |
| 30D | +3.5% | -2.6% | +6.1% | +5.4% |
| 3M | -10.3% | -3.2% | -7.1% | -8.3% |
| 6M | -5.3% | +0.9% | -6.3% | -6.8% |
| YTD | -9.8% | +11.3% | -21.1% | -18.0% |
| 1Y | -3.3% | +14.0% | -17.3% | -13.9% |
| 3Y | +13.7% | +75.8% | -62.1% | -29.8% |
| 5Y | -28.3% | +57.8% | -86.1% | -51.8% |
| 10Y | +83.0% | +219.8% | -136.8% | -25.9% |
| All | +83.0% | +223.7% | -140.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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