+307.7%
VOO vs MA
+554.9%
-247.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -0.6% | +1.8% | -2.4% | -1.4% |
| 30D | -3.6% | +11.8% | -15.5% | -8.9% |
| 3M | -2.7% | +17.2% | -19.9% | -10.3% |
| 6M | +2.2% | +33.4% | -31.1% | -12.0% |
| YTD | +10.9% | +16.1% | -5.3% | +1.7% |
| 1Y | +11.3% | +19.9% | -8.6% | +0.2% |
| 3Y | +76.9% | +70.1% | +6.8% | +31.6% |
| 5Y | +73.5% | +89.6% | -16.1% | +20.0% |
| 10Y | +307.7% | +568.4% | -260.7% | +61.7% |
| All | +307.7% | +554.9% | -247.2% | +61.7% |
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