+572.2%
MATX vs VT
+224.5%
+347.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | +0.4% | +0.1% | +0.1% |
| 30D | +10.0% | +1.0% | +9.0% | +8.7% |
| 3M | +20.7% | +2.4% | +18.3% | +16.8% |
| 6M | +35.3% | +12.0% | +23.3% | +17.6% |
| YTD | +83.7% | +15.3% | +68.4% | +54.4% |
| 1Y | +118.1% | +22.6% | +95.5% | +70.9% |
| 3Y | +161.7% | +74.7% | +87.0% | +34.5% |
| 5Y | +188.3% | +66.1% | +122.2% | +58.4% |
| All | +572.2% | +224.5% | +347.7% | +63.3% |
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