+172.5%
VEA vs MAR
+903.6%
-731.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | +1.9% | -1.7% | +3.6% | +2.5% |
| 30D | +0.8% | -6.9% | +7.7% | +3.6% |
| 3M | +5.7% | -15.8% | +21.5% | +12.6% |
| 6M | +13.3% | +1.9% | +11.4% | +11.8% |
| YTD | +18.4% | +6.6% | +11.8% | +14.3% |
| 1Y | +27.0% | +23.7% | +3.3% | +15.1% |
| 3Y | +79.3% | +64.6% | +14.7% | +42.2% |
| 5Y | +62.1% | +156.4% | -94.2% | +4.3% |
| 10Y | +160.3% | +415.4% | -255.1% | +8.5% |
| All | +172.5% | +903.6% | -731.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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