-72.8%
MARO vs VT
+31.5%
-104.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -3.8% |
| 7D | +18.8% | +2.9% | +15.9% | +11.2% |
| 30D | -20.1% | -2.5% | -17.6% | -14.4% |
| 3M | -30.3% | -3.3% | -27.0% | -23.7% |
| 6M | -45.0% | +1.5% | -46.5% | -45.5% |
| YTD | -35.0% | +11.4% | -46.3% | -46.2% |
| 1Y | -56.7% | +11.9% | -68.6% | -64.4% |
| All | -72.8% | +31.5% | -104.3% | -81.8% |
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