-55.0%
MATW vs VT
+231.8%
-286.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +1.6% |
| 7D | +6.8% | -0.3% | +7.1% | +7.2% |
| 30D | +5.1% | -1.4% | +6.6% | +6.7% |
| 3M | -27.2% | -1.4% | -25.8% | -26.3% |
| 6M | -24.3% | +5.5% | -29.8% | -29.2% |
| YTD | -19.9% | +12.8% | -32.7% | -30.5% |
| 1Y | -8.5% | +15.4% | -23.9% | -22.8% |
| 3Y | -37.2% | +76.9% | -114.1% | -66.6% |
| 5Y | -37.2% | +60.4% | -97.6% | -62.9% |
| 10Y | -55.0% | +232.8% | -287.8% | -87.3% |
| All | -55.0% | +231.8% | -286.9% | -87.3% |
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