+515.5%
MAR vs VT
+223.7%
+291.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -2.8% |
| 7D | +0.2% | +0.4% | -0.2% | -0.4% |
| 30D | +14.0% | -2.6% | +16.6% | +17.2% |
| 3M | +18.1% | -3.2% | +21.3% | +22.2% |
| 6M | +18.6% | +0.9% | +17.6% | +16.0% |
| YTD | +35.3% | +11.3% | +24.0% | +17.7% |
| 1Y | +44.5% | +14.0% | +30.5% | +22.1% |
| 3Y | +120.7% | +75.8% | +44.9% | +11.2% |
| 5Y | +164.1% | +57.8% | +106.3% | +53.1% |
| 10Y | +515.5% | +219.8% | +295.7% | +74.3% |
| All | +515.5% | +223.7% | +291.8% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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