+44.8%
MAR vs VG
+32.8%
+12.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | +0.4% |
| 7D | +0.2% | -8.3% | +8.5% | -0.6% |
| 30D | +14.0% | -10.3% | +24.3% | +13.0% |
| 3M | +18.1% | -10.8% | +28.9% | +17.2% |
| 6M | +18.6% | +3.5% | +15.1% | +20.0% |
| YTD | +35.3% | +74.0% | -38.7% | +33.8% |
| All | +44.8% | +32.8% | +12.0% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling