-33.7%
MATW vs VT
+374.2%
-407.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +1.0% | +0.4% | +0.5% | +0.6% |
| 30D | -22.2% | +1.0% | -23.2% | -23.0% |
| 3M | -16.3% | +2.4% | -18.6% | -18.4% |
| 6M | -17.5% | +12.0% | -29.5% | -26.0% |
| YTD | -16.7% | +15.3% | -32.0% | -27.2% |
| 1Y | -11.7% | +22.6% | -34.2% | -27.2% |
| 3Y | -44.1% | +74.7% | -118.8% | -66.2% |
| 5Y | -29.2% | +66.1% | -95.3% | -55.4% |
| 10Y | -56.0% | +225.0% | -281.0% | -84.0% |
| All | -33.7% | +374.2% | -407.9% | -82.6% |
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