+540.2%
MAR vs VT
+215.5%
+324.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.5% |
| 7D | +4.3% | -2.3% | +6.6% | +7.0% |
| 30D | +16.8% | -5.0% | +21.8% | +23.7% |
| 3M | +16.0% | -4.9% | +20.9% | +22.5% |
| 6M | +16.5% | -1.5% | +18.0% | +17.3% |
| YTD | +35.0% | +8.5% | +26.6% | +21.1% |
| 1Y | +49.4% | +11.4% | +38.0% | +29.7% |
| 3Y | +124.1% | +70.1% | +54.0% | +17.5% |
| 5Y | +159.2% | +53.7% | +105.5% | +55.0% |
| All | +540.2% | +215.5% | +324.7% | +84.3% |
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