+392.0%
MAMA vs VT
+53.2%
+338.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -0.2% |
| 7D | +1.2% | -4.2% | +5.4% | +4.0% |
| 30D | +2.0% | -5.8% | +7.8% | +5.9% |
| 3M | -28.8% | -5.2% | -23.6% | -26.4% |
| 6M | -10.0% | +0.1% | -10.2% | -10.4% |
| YTD | -3.7% | +8.2% | -11.9% | -8.5% |
| 1Y | +20.5% | +10.1% | +10.4% | +13.1% |
| 3Y | +276.5% | +69.7% | +206.9% | +181.3% |
| 5Y | +392.0% | +53.4% | +338.7% | +303.2% |
| All | +392.0% | +53.2% | +338.9% | +303.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling