+455.5%
V vs MA
+554.9%
-99.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | 0.0% |
| 7D | +0.8% | +1.8% | -1.0% | -0.6% |
| 30D | +9.9% | +11.8% | -1.9% | +0.3% |
| 3M | +17.5% | +17.2% | +0.3% | +3.2% |
| 6M | +33.5% | +33.4% | +0.1% | +5.3% |
| YTD | +21.6% | +16.1% | +5.4% | +7.3% |
| 1Y | +27.6% | +19.9% | +7.7% | +9.7% |
| 3Y | +76.4% | +70.1% | +6.3% | +14.0% |
| 5Y | +103.8% | +89.6% | +14.2% | +19.5% |
| 10Y | +455.5% | +568.4% | -112.9% | +12.5% |
| All | +455.5% | +554.9% | -99.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 10y: compounded portfolio wealth divided by compounded MA 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…
10y analysis · Full analysis span regression · 6 months rolling