+297.8%
VTI vs MAR
+450.9%
-153.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | -1.4% | -5.4% | +4.0% | +0.4% |
| 3M | +3.6% | -15.5% | +19.1% | +9.3% |
| 6M | +13.6% | +3.0% | +10.6% | +11.7% |
| YTD | +12.9% | +8.5% | +4.4% | +8.6% |
| 1Y | +17.2% | +26.0% | -8.7% | +6.7% |
| 3Y | +75.7% | +68.6% | +7.1% | +43.4% |
| 5Y | +75.4% | +157.4% | -81.9% | +22.9% |
| All | +297.8% | +450.9% | -153.1% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling