-83.7%
MDAI vs VOO
+102.4%
-186.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | +1.0% | -0.4% | +1.3% | +1.1% |
| 30D | -7.6% | -1.4% | -6.2% | -6.9% |
| 3M | -15.1% | +3.7% | -18.8% | -16.4% |
| 6M | +12.1% | +13.0% | -1.0% | +6.0% |
| YTD | +11.3% | +12.4% | -1.2% | +5.6% |
| 1Y | -15.1% | +18.6% | -33.7% | -20.8% |
| 3Y | -87.1% | +78.1% | -165.1% | -88.6% |
| 5Y | -83.7% | +82.3% | -165.9% | -85.6% |
| All | -83.7% | +102.4% | -186.1% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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