-90.6%
MBAI vs VT
+69.4%
-160.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -4.1% | +20.9% | +22.2% |
| 7D | +16.3% | -4.2% | +20.4% | +22.1% |
| 30D | -25.0% | -5.8% | -19.2% | -19.2% |
| 3M | -73.3% | -5.2% | -68.1% | -71.4% |
| 6M | -75.7% | +0.1% | -75.9% | -75.8% |
| YTD | -78.6% | +8.2% | -86.8% | -80.6% |
| 1Y | -74.3% | +10.1% | -84.4% | -77.0% |
| All | -90.6% | +69.4% | -160.0% | -93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling