+51.3%
MAR vs VG
-44.6%
+95.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.3% |
| 7D | +1.6% | +14.0% | -12.4% | +1.5% |
| 30D | +13.8% | -1.0% | +14.8% | +13.7% |
| 3M | +20.3% | -2.7% | +23.0% | +20.2% |
| 6M | +21.3% | +1.5% | +19.8% | +20.8% |
| YTD | +37.2% | +93.7% | -56.5% | +27.6% |
| 1Y | +48.4% | +68.5% | -20.1% | +39.6% |
| All | +51.3% | -44.6% | +95.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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