+123.3%
MAR vs VO
+68.0%
+55.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -1.2% |
| 7D | +1.0% | +0.2% | +0.8% | +0.6% |
| 30D | +16.2% | +2.0% | +14.2% | +13.5% |
| 3M | +23.1% | -0.3% | +23.3% | +23.3% |
| 6M | +22.0% | +7.3% | +14.7% | +11.7% |
| YTD | +39.2% | +15.0% | +24.2% | +17.5% |
| 1Y | +48.3% | +14.7% | +33.6% | +25.5% |
| All | +123.3% | +68.0% | +55.3% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling