+457.4%
MAMA vs VT
+66.2%
+391.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -7.4% | +0.4% | -7.9% | -7.7% |
| 30D | -16.9% | +1.0% | -17.9% | -17.4% |
| 3M | -0.7% | +2.4% | -3.1% | -2.3% |
| 6M | -7.1% | +12.0% | -19.1% | -13.7% |
| YTD | +12.4% | +15.3% | -3.0% | +2.5% |
| 1Y | +61.3% | +22.6% | +38.7% | +41.2% |
| 3Y | +274.3% | +74.7% | +199.6% | +171.0% |
| All | +457.4% | +66.2% | +391.2% | +340.3% |
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 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