+65.5%
VZ vs MA
+561.7%
-496.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +2.1% | +2.3% | -0.2% | +1.7% |
| 30D | +1.4% | +14.7% | -13.3% | -1.2% |
| 3M | -1.3% | +13.5% | -14.8% | -3.6% |
| 6M | -0.5% | +33.1% | -33.6% | -5.8% |
| YTD | +19.6% | +15.1% | +4.6% | +16.1% |
| 1Y | +22.4% | +18.7% | +3.6% | +18.0% |
| 3Y | +55.9% | +72.1% | -16.2% | +39.1% |
| 5Y | +20.4% | +92.8% | -72.4% | +3.9% |
| All | +65.5% | +561.7% | -496.1% | +14.6% |
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