+263.7%
MAKO vs VT
+226.9%
+36.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.7% |
| 7D | -5.1% | -2.0% | -3.1% | -3.8% |
| 30D | -0.7% | -1.4% | +0.7% | +0.3% |
| 3M | +43.8% | +4.7% | +39.0% | +40.1% |
| 6M | +29.4% | +11.4% | +18.0% | +22.2% |
| YTD | +69.3% | +13.1% | +56.3% | +58.8% |
| 1Y | +107.6% | +19.0% | +88.6% | +89.3% |
| 3Y | +979.1% | +73.9% | +905.2% | +691.7% |
| 5Y | +277.7% | +65.4% | +212.3% | +182.0% |
| All | +263.7% | +226.9% | +36.8% | +68.4% |
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