+498.8%
MAR vs VT
+221.8%
+277.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | 0.0% |
| 7D | +1.6% | +2.4% | -0.7% | -1.2% |
| 30D | +13.8% | -1.5% | +15.3% | +15.5% |
| 3M | +20.3% | -4.1% | +24.4% | +25.8% |
| 6M | +21.3% | +0.6% | +20.8% | +19.2% |
| YTD | +37.2% | +11.0% | +26.2% | +19.7% |
| 1Y | +48.4% | +13.3% | +35.1% | +26.3% |
| 3Y | +120.1% | +73.4% | +46.7% | +12.8% |
| 5Y | +182.1% | +57.4% | +124.6% | +63.9% |
| All | +498.8% | +221.8% | +277.0% | +67.4% |
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