+71.6%
VZ vs MA
+574.5%
-502.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +0.9% | -1.8% | +2.7% | +1.3% |
| 30D | +8.9% | +11.0% | -2.1% | +6.8% |
| 3M | +0.1% | +17.9% | -17.8% | -3.0% |
| 6M | +1.9% | +33.2% | -31.2% | -3.5% |
| YTD | +22.0% | +16.5% | +5.5% | +18.2% |
| 1Y | +22.1% | +19.1% | +3.0% | +17.7% |
| 3Y | +58.7% | +70.6% | -11.9% | +41.9% |
| 5Y | +22.3% | +92.1% | -69.8% | +5.7% |
| 10Y | +71.6% | +569.6% | -497.9% | +20.2% |
| All | +71.6% | +574.5% | -502.8% | +20.2% |
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