+1,220.3%
MAR vs VWO
+317.6%
+902.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.4% |
| 7D | -2.1% | -1.7% | -0.4% | -0.9% |
| 30D | -5.7% | -0.3% | -5.4% | -5.5% |
| 3M | -14.6% | +4.0% | -18.6% | -17.3% |
| 6M | +1.3% | +8.1% | -6.8% | -4.7% |
| YTD | +6.7% | +11.6% | -4.9% | -2.2% |
| 1Y | +26.4% | +16.2% | +10.2% | +12.3% |
| 3Y | +64.7% | +63.3% | +1.5% | +13.7% |
| 5Y | +153.1% | +33.4% | +119.7% | +102.2% |
| 10Y | +437.9% | +113.3% | +324.5% | +208.4% |
| All | +1,220.3% | +317.6% | +902.6% | +375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling