+1,922.3%
MAR vs VO
+827.2%
+1,095.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.4% |
| 7D | -4.2% | -0.3% | -3.9% | -3.8% |
| 30D | -6.7% | -0.3% | -6.3% | -6.3% |
| 3M | -12.5% | +2.9% | -15.4% | -15.6% |
| 6M | +0.6% | +9.3% | -8.8% | -9.2% |
| YTD | +9.1% | +14.2% | -5.1% | -6.3% |
| 1Y | +26.2% | +15.3% | +11.0% | +7.2% |
| 3Y | +68.2% | +56.2% | +11.9% | +2.0% |
| 5Y | +163.9% | +42.4% | +121.5% | +77.6% |
| 10Y | +420.6% | +194.7% | +225.8% | +56.4% |
| All | +1,922.3% | +827.2% | +1,095.1% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling