+18.2%
MAR vs VT
+0.4%
+17.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.6% |
| 7D | +4.4% | -4.2% | +8.6% | +5.7% |
| 30D | +15.5% | -5.8% | +21.3% | +17.3% |
| 3M | +15.7% | -5.2% | +21.0% | +17.3% |
| 6M | +18.2% | +0.1% | +18.0% | +16.1% |
| All | +18.2% | +0.4% | +17.7% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling