-70.4%
MAIA vs VT
+95.7%
-166.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | -5.7% | +1.0% | -6.7% | -6.4% |
| 3M | -12.0% | +2.4% | -14.4% | -13.4% |
| 6M | -15.4% | +12.0% | -27.4% | -22.0% |
| YTD | -13.7% | +15.3% | -29.1% | -21.8% |
| 1Y | -11.4% | +22.6% | -34.0% | -21.9% |
| 3Y | -28.6% | +74.7% | -103.3% | -45.9% |
| All | -70.4% | +95.7% | -166.1% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling