-55.8%
MARO vs VT
+35.5%
-91.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +4.2% |
| 7D | +12.7% | +1.0% | +11.7% | +10.3% |
| 30D | +9.5% | -0.2% | +9.8% | +10.4% |
| 3M | -14.6% | +4.5% | -19.2% | -22.1% |
| 6M | +21.5% | +14.1% | +7.4% | -7.8% |
| YTD | +5.8% | +14.8% | -9.0% | -19.1% |
| 1Y | -38.4% | +21.2% | -59.6% | -57.3% |
| All | -55.8% | +35.5% | -91.3% | -72.6% |
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