+30.3%
MAT vs VT
+356.1%
-325.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | -0.9% | -1.6% | +0.7% | +0.4% |
| 30D | +0.1% | -2.5% | +2.6% | +2.2% |
| 3M | +2.8% | -1.3% | +4.1% | +3.8% |
| 6M | +2.4% | +3.1% | -0.7% | -0.8% |
| YTD | -22.9% | +10.9% | -33.9% | -30.1% |
| 1Y | -17.1% | +12.1% | -29.1% | -25.4% |
| 3Y | -21.3% | +73.9% | -95.2% | -50.6% |
| 5Y | -28.6% | +58.0% | -86.6% | -51.1% |
| 10Y | -46.4% | +225.5% | -271.8% | -78.5% |
| All | +30.3% | +356.1% | -325.8% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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