+16.1%
MAN vs VT
+222.7%
-206.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.7% | +0.4% | -1.1% | -1.1% |
| 30D | +14.0% | +1.0% | +13.0% | +12.8% |
| 3M | +93.6% | +2.4% | +91.2% | +86.6% |
| 6M | +126.8% | +12.0% | +114.8% | +96.4% |
| YTD | +113.3% | +15.3% | +98.0% | +78.1% |
| 1Y | +57.5% | +22.6% | +34.9% | +22.4% |
| 3Y | -11.0% | +74.7% | -85.7% | -53.9% |
| 5Y | -38.3% | +66.1% | -104.4% | -65.8% |
| All | +16.1% | +222.7% | -206.6% | -69.6% |
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