+433.8%
MAR vs VWO
+117.1%
+316.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -0.5% | -1.8% | +1.2% | +0.9% |
| 30D | -5.4% | -0.1% | -5.3% | -5.4% |
| 3M | -15.5% | +2.2% | -17.7% | -17.4% |
| 6M | +3.0% | +8.8% | -5.8% | -4.7% |
| YTD | +8.5% | +12.4% | -3.9% | -2.5% |
| 1Y | +26.0% | +15.6% | +10.4% | +10.2% |
| 3Y | +68.6% | +62.5% | +6.1% | +9.0% |
| 5Y | +157.4% | +34.3% | +123.1% | +95.9% |
| All | +433.8% | +117.1% | +316.7% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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