+456.0%
MAMA vs VT
+65.3%
+390.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +3.0% |
| 7D | +5.7% | -2.3% | +8.0% | +7.3% |
| 30D | +4.2% | -5.0% | +9.2% | +7.6% |
| 3M | -26.8% | -4.9% | -21.9% | -24.4% |
| 6M | -4.6% | -1.5% | -3.0% | -3.8% |
| YTD | -0.7% | +8.5% | -9.2% | -6.0% |
| 1Y | +25.5% | +11.4% | +14.1% | +16.6% |
| 3Y | +271.2% | +70.1% | +201.1% | +172.6% |
| 5Y | +407.6% | +53.7% | +353.8% | +329.4% |
| All | +456.0% | +65.3% | +390.7% | +320.2% |
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