-76.5%
MAIA vs VT
+88.0%
-164.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | -2.8% | -0.1% | -2.6% | -2.4% |
| 30D | -13.9% | -3.1% | -10.9% | -11.3% |
| 3M | -25.5% | -3.5% | -22.0% | -23.0% |
| 6M | -20.5% | +0.5% | -20.9% | -19.9% |
| YTD | -31.4% | +10.8% | -42.2% | -35.4% |
| 1Y | -8.7% | +11.9% | -20.6% | -14.3% |
| 3Y | -47.2% | +73.0% | -120.2% | -58.8% |
| All | -76.5% | +88.0% | -164.4% | -80.2% |
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