-48.9%
MATV vs VT
+224.5%
-273.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +4.4% | +0.4% | +3.9% | +3.8% |
| 30D | +33.4% | +1.0% | +32.4% | +31.9% |
| 3M | +66.2% | +2.4% | +63.8% | +61.1% |
| 6M | +30.1% | +12.0% | +18.1% | +13.4% |
| YTD | +7.4% | +15.3% | -7.9% | -9.6% |
| 1Y | +9.1% | +22.6% | -13.4% | -14.3% |
| 3Y | -14.7% | +74.7% | -89.3% | -52.6% |
| 5Y | -57.6% | +66.1% | -123.8% | -75.3% |
| All | -48.9% | +224.5% | -273.4% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling