+532.3%
MATX vs VT
+231.8%
+300.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -6.6% |
| 7D | -7.6% | -0.3% | -7.3% | -7.4% |
| 30D | -8.3% | -1.4% | -6.9% | -6.9% |
| 3M | -0.8% | -1.4% | +0.6% | +0.6% |
| 6M | +24.2% | +5.5% | +18.8% | +15.7% |
| YTD | +72.2% | +12.8% | +59.3% | +48.1% |
| 1Y | +117.6% | +15.4% | +102.2% | +82.2% |
| 3Y | +146.4% | +76.9% | +69.5% | +24.3% |
| 5Y | +149.6% | +60.4% | +89.2% | +42.7% |
| 10Y | +532.3% | +232.8% | +299.5% | +48.6% |
| All | +532.3% | +231.8% | +300.5% | +48.6% |
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 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