+2,443.1%
MAR vs VO
+825.6%
+1,617.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +3.1% | -1.5% | -1.9% |
| 30D | +13.8% | +2.2% | +11.6% | +10.9% |
| 3M | +20.3% | -2.5% | +22.8% | +23.5% |
| 6M | +21.3% | +7.0% | +14.4% | +11.8% |
| YTD | +37.2% | +14.0% | +23.2% | +17.8% |
| 1Y | +48.4% | +15.6% | +32.8% | +25.4% |
| 3Y | +120.1% | +66.2% | +53.9% | +24.4% |
| 5Y | +182.1% | +36.6% | +145.4% | +98.9% |
| 10Y | +530.2% | +199.0% | +331.2% | +86.0% |
| All | +2,443.1% | +825.6% | +1,617.5% | +138.9% |
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