-23.4%
MAN vs VT
+217.6%
-241.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.7% |
| 7D | +1.2% | -0.1% | +1.4% | +1.2% |
| 30D | -12.8% | -3.1% | -9.7% | -10.3% |
| 3M | -18.6% | -3.5% | -15.1% | -16.0% |
| 6M | +57.8% | +0.5% | +57.4% | +53.9% |
| YTD | +58.4% | +10.8% | +47.6% | +37.2% |
| 1Y | +74.8% | +11.9% | +62.9% | +49.5% |
| 3Y | -29.0% | +73.0% | -102.0% | -63.1% |
| 5Y | -45.4% | +58.6% | -104.0% | -68.4% |
| 10Y | -23.4% | +219.2% | -242.5% | -79.8% |
| All | -23.4% | +217.6% | -241.0% | -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