-68.2%
MAMO vs VT
+44.8%
-112.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +0.5% | -2.3% | +2.8% | +1.4% |
| 30D | +2.9% | -5.0% | +7.9% | +4.9% |
| 3M | -10.5% | -4.9% | -5.6% | -8.8% |
| 6M | -3.1% | -1.5% | -1.6% | -2.8% |
| YTD | -75.9% | +8.5% | -84.4% | -76.6% |
| 1Y | -70.0% | +11.4% | -81.3% | -71.0% |
| All | -68.2% | +44.8% | -112.9% | -68.3% |
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