+281.0%
MAKO vs VT
+217.6%
+63.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.4% |
| 7D | +10.3% | -0.1% | +10.5% | +10.5% |
| 30D | -14.5% | -3.1% | -11.5% | -12.6% |
| 3M | -17.1% | -3.5% | -13.6% | -14.8% |
| 6M | -1.5% | +0.5% | -1.9% | -0.8% |
| YTD | +37.9% | +10.8% | +27.2% | +31.6% |
| 1Y | +49.0% | +11.9% | +37.1% | +41.4% |
| 3Y | +455.6% | +73.0% | +382.6% | +313.9% |
| 5Y | +142.4% | +58.6% | +83.8% | +86.7% |
| 10Y | +281.0% | +219.2% | +61.8% | +123.8% |
| All | +281.0% | +217.6% | +63.3% | +123.8% |
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