-73.9%
MARO vs VT
+31.1%
-105.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.2% |
| 7D | +5.1% | +2.4% | +2.8% | -0.4% |
| 30D | -15.6% | -1.5% | -14.1% | -11.8% |
| 3M | -30.5% | -4.1% | -26.4% | -22.5% |
| 6M | -47.2% | +0.6% | -47.8% | -46.5% |
| YTD | -37.5% | +11.0% | -48.5% | -47.9% |
| 1Y | -54.1% | +13.3% | -67.5% | -63.3% |
| All | -73.9% | +31.1% | -105.0% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling