+407.6%
VZ vs MA
+15,793.6%
-15,386.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.7% |
| 30D | +7.9% | +1.5% | +6.4% | +7.5% |
| 3M | +13.6% | +20.4% | -6.8% | +9.0% |
| 6M | +1.1% | +11.1% | -10.0% | -1.6% |
| YTD | +29.3% | +2.0% | +27.3% | +28.1% |
| 1Y | +21.2% | -2.2% | +23.4% | +21.1% |
| 3Y | +75.9% | +41.9% | +34.0% | +60.5% |
| 5Y | +24.1% | +75.4% | -51.3% | +6.3% |
| 10Y | +62.4% | +527.5% | -465.2% | -1.2% |
| All | +407.6% | +15,793.6% | -15,386.0% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling