+511.1%
MATX vs VT
+214.8%
+296.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +5.9% |
| 7D | -5.8% | -4.2% | -1.6% | -1.4% |
| 30D | -4.9% | -5.8% | +0.9% | +1.6% |
| 3M | +4.3% | -5.2% | +9.5% | +10.5% |
| 6M | +14.6% | +0.1% | +14.5% | +13.1% |
| YTD | +74.1% | +8.2% | +65.9% | +56.9% |
| 1Y | +96.6% | +10.1% | +86.5% | +73.4% |
| 3Y | +149.2% | +69.7% | +79.5% | +31.8% |
| 5Y | +154.6% | +53.4% | +101.2% | +53.1% |
| All | +511.1% | +214.8% | +296.3% | +66.8% |
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