+5.2%
VUG vs MAR
+62.0%
-56.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.3% |
| 7D | -3.0% | +7.7% | -10.7% | -3.9% |
| 30D | -6.4% | +19.4% | -25.8% | -8.5% |
| 3M | -3.2% | +23.3% | -26.5% | -5.9% |
| 6M | +3.1% | +22.8% | -19.7% | -0.3% |
| YTD | +6.3% | +37.8% | -31.5% | +0.6% |
| 1Y | +5.2% | +57.4% | -52.2% | -3.2% |
| All | +5.2% | +62.0% | -56.8% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling