-67.1%
MAMO vs VT
+53.9%
-121.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -9.2% | +1.0% | -10.1% | -9.5% |
| 3M | -2.9% | +2.4% | -5.3% | -4.0% |
| 6M | +0.5% | +12.0% | -11.5% | -4.1% |
| YTD | -75.1% | +15.3% | -90.5% | -76.4% |
| 1Y | -58.8% | +22.6% | -81.3% | -61.4% |
| All | -67.1% | +53.9% | -121.0% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling