-57.1%
MARO vs VT
+36.2%
-93.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | +6.6% | +0.4% | +6.1% | +5.7% |
| 30D | -3.2% | +1.0% | -4.1% | -5.0% |
| 3M | -18.6% | +2.4% | -21.0% | -21.9% |
| 6M | +3.9% | +12.0% | -8.1% | -17.6% |
| YTD | +2.6% | +15.3% | -12.7% | -22.4% |
| 1Y | -39.7% | +22.6% | -62.3% | -59.2% |
| All | -57.1% | +36.2% | -93.3% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling