+15.0%
MBS vs VT
+50.6%
-35.6%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.5% |
| 7D | +0.9% | -4.2% | +5.1% | +1.1% |
| 30D | +2.8% | -5.8% | +8.6% | +3.0% |
| 3M | -1.0% | -5.2% | +4.2% | -0.8% |
| 6M | -0.8% | +0.1% | -0.9% | -0.8% |
| YTD | -0.1% | +8.2% | -8.3% | -0.3% |
| 1Y | +0.8% | +10.1% | -9.3% | +0.5% |
| All | +15.0% | +50.6% | -35.6% | +13.6% |
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 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