+289.5%
MAKO vs VT
+221.8%
+67.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -8.0% | +2.4% | -10.3% | -9.4% |
| 30D | -13.5% | -1.5% | -11.9% | -12.4% |
| 3M | -24.1% | -4.1% | -20.0% | -21.7% |
| 6M | -10.5% | +0.6% | -11.1% | -10.0% |
| YTD | +27.6% | +11.0% | +16.5% | +21.6% |
| 1Y | +35.5% | +13.3% | +22.2% | +27.7% |
| 3Y | +406.8% | +73.4% | +333.5% | +277.2% |
| 5Y | +117.6% | +57.4% | +60.2% | +68.2% |
| All | +289.5% | +221.8% | +67.7% | +144.3% |
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