+948.7%
VTI vs MAR
+1,886.0%
-937.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -1.6% | -4.7% | +3.1% | +0.2% |
| 3M | +3.6% | -15.6% | +19.2% | +10.2% |
| 6M | +13.0% | +1.2% | +11.8% | +11.6% |
| YTD | +12.7% | +7.5% | +5.2% | +8.2% |
| 1Y | +18.4% | +26.6% | -8.3% | +6.1% |
| 3Y | +76.4% | +66.0% | +10.5% | +40.5% |
| 5Y | +73.7% | +154.1% | -80.4% | +14.3% |
| 10Y | +302.5% | +441.9% | -139.3% | +75.2% |
| All | +948.7% | +1,886.0% | -937.3% | +113.2% |
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 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