+458.8%
V vs MA
+574.5%
-115.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -2.3% | -1.8% | -0.6% | -0.9% |
| 30D | +9.5% | +11.0% | -1.5% | +0.5% |
| 3M | +17.5% | +17.9% | -0.4% | +2.8% |
| 6M | +32.2% | +33.2% | -1.0% | +4.5% |
| YTD | +22.3% | +16.5% | +5.8% | +7.7% |
| 1Y | +26.8% | +19.1% | +7.7% | +9.6% |
| 3Y | +77.5% | +70.6% | +6.9% | +14.5% |
| 5Y | +110.1% | +92.1% | +18.0% | +21.9% |
| 10Y | +458.8% | +569.6% | -110.8% | +13.0% |
| All | +458.8% | +574.5% | -115.7% | +13.0% |
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