-100.0%
MBAI vs VT
+211.8%
-311.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -4.1% | +20.9% | +19.7% |
| 7D | +16.3% | -4.2% | +20.4% | +19.4% |
| 30D | -25.0% | -5.8% | -19.2% | -21.9% |
| 3M | -73.3% | -5.2% | -68.1% | -72.3% |
| 6M | -75.7% | +0.1% | -75.9% | -75.7% |
| YTD | -78.6% | +8.2% | -86.8% | -79.6% |
| 1Y | -74.3% | +10.1% | -84.4% | -75.6% |
| 3Y | -90.3% | +69.7% | -160.0% | -92.9% |
| 5Y | -98.4% | +53.4% | -151.8% | -98.8% |
| 10Y | -99.9% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +211.8% | -311.7% | -100.0% |
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