-59.4%
MLAB vs VOO
+67.9%
-127.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.1% |
| 7D | +0.3% | -2.7% | +3.1% | +3.7% |
| 30D | -1.3% | -5.4% | +4.1% | +5.5% |
| 3M | +27.1% | -4.1% | +31.2% | +33.9% |
| 6M | +21.4% | +0.7% | +20.6% | +20.5% |
| YTD | +64.1% | +8.7% | +55.4% | +49.1% |
| 1Y | +72.4% | +11.0% | +61.4% | +53.2% |
| 3Y | +42.2% | +75.5% | -33.3% | -18.6% |
| All | -59.4% | +67.9% | -127.2% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling