+1,416.5%
MATX vs VT
+356.1%
+1,060.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.4% | -1.6% | -2.8% | -2.8% |
| 30D | -4.1% | -2.5% | -1.6% | -1.6% |
| 3M | +7.0% | -1.3% | +8.3% | +8.4% |
| 6M | +28.2% | +3.1% | +25.1% | +23.6% |
| YTD | +80.4% | +10.9% | +69.5% | +61.4% |
| 1Y | +123.7% | +12.1% | +111.7% | +98.2% |
| 3Y | +158.2% | +73.9% | +84.3% | +45.8% |
| 5Y | +170.7% | +58.0% | +112.8% | +70.6% |
| 10Y | +558.1% | +225.5% | +332.6% | +108.9% |
| All | +1,416.5% | +356.1% | +1,060.4% | +259.2% |
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