-88.3%
MJ vs VOO
+343.2%
-431.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +14.4% | +0.1% | +14.4% | +14.3% |
| 3M | -4.3% | +2.0% | -6.3% | -6.6% |
| 6M | +0.5% | +13.0% | -12.6% | -11.4% |
| YTD | -13.5% | +13.6% | -27.1% | -24.1% |
| 1Y | -17.9% | +20.1% | -38.0% | -32.1% |
| 3Y | -30.7% | +77.6% | -108.2% | -62.1% |
| 5Y | -84.4% | +82.4% | -166.9% | -91.6% |
| 10Y | -90.4% | +316.8% | -407.3% | -97.0% |
| All | -88.3% | +343.2% | -431.5% | -96.4% |
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