+420.5%
VUG vs MAR
+419.7%
+0.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -1.7% | -4.7% | +3.0% | -0.1% |
| 3M | +2.8% | -15.6% | +18.4% | +8.6% |
| 6M | +13.6% | +1.2% | +12.4% | +12.3% |
| YTD | +8.1% | +7.5% | +0.6% | +4.2% |
| 1Y | +13.1% | +26.6% | -13.6% | +2.4% |
| 3Y | +87.0% | +66.0% | +21.0% | +53.2% |
| 5Y | +76.0% | +154.1% | -78.1% | +25.1% |
| 10Y | +420.5% | +441.9% | -21.4% | +195.9% |
| All | +420.5% | +419.7% | +0.8% | +195.9% |
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 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