-24.9%
MAN vs VT
+224.4%
-249.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -1.0% |
| 7D | -1.7% | -0.7% | -1.1% | -1.2% |
| 30D | -10.1% | -1.7% | -8.4% | -8.8% |
| 3M | -18.0% | -2.3% | -15.7% | -16.5% |
| 6M | +63.0% | +1.5% | +61.5% | +57.3% |
| YTD | +58.7% | +12.0% | +46.7% | +35.8% |
| 1Y | +64.3% | +12.9% | +51.5% | +39.3% |
| 3Y | -28.8% | +74.9% | -103.8% | -63.5% |
| 5Y | -45.2% | +59.9% | -105.1% | -68.6% |
| 10Y | -24.9% | +224.6% | -249.5% | -81.2% |
| All | -24.9% | +224.4% | -249.3% | -81.2% |
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 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