-24.3%
MAN vs VT
+223.7%
-247.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -2.6% |
| 7D | -6.3% | +0.4% | -6.7% | -6.9% |
| 30D | -15.6% | -2.6% | -13.0% | -13.5% |
| 3M | -21.3% | -3.2% | -18.0% | -19.0% |
| 6M | +52.8% | +0.9% | +51.9% | +48.4% |
| YTD | +53.4% | +11.3% | +42.1% | +32.2% |
| 1Y | +62.9% | +14.0% | +48.9% | +36.5% |
| 3Y | -30.4% | +75.8% | -106.3% | -64.5% |
| 5Y | -47.0% | +57.8% | -104.8% | -69.1% |
| 10Y | -24.3% | +219.8% | -244.1% | -79.8% |
| All | -24.3% | +223.7% | -247.9% | -79.8% |
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