-4.7%
MFUT vs VOO
+48.0%
-52.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +2.4% | +2.6% | -0.2% | +1.6% |
| 30D | -3.9% | -2.0% | -1.9% | -3.3% |
| 3M | -0.9% | -2.8% | +1.8% | -0.1% |
| 6M | -5.3% | +2.2% | -7.5% | -6.0% |
| YTD | +16.5% | +11.5% | +5.0% | +12.7% |
| 1Y | +21.8% | +13.5% | +8.3% | +17.2% |
| All | -4.7% | +48.0% | -52.7% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling