+1,919.2%
MAR vs VT
+345.0%
+1,574.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +2.8% |
| 7D | +4.4% | -4.2% | +8.6% | +9.4% |
| 30D | +15.5% | -5.8% | +21.3% | +23.3% |
| 3M | +15.7% | -5.2% | +21.0% | +22.6% |
| 6M | +18.2% | +0.1% | +18.0% | +16.8% |
| YTD | +35.3% | +8.2% | +27.1% | +22.4% |
| 1Y | +48.6% | +10.1% | +38.5% | +31.8% |
| 3Y | +124.3% | +69.7% | +54.7% | +22.1% |
| 5Y | +159.7% | +53.4% | +106.3% | +60.2% |
| 10Y | +555.2% | +219.2% | +336.0% | +83.4% |
| All | +1,919.2% | +345.0% | +1,574.3% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling