+18.1%
MBSD vs VT
+211.2%
-193.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | +0.4% | -4.2% | +4.5% | +0.4% |
| 30D | +2.2% | -5.8% | +8.0% | +2.3% |
| 3M | -0.4% | -5.2% | +4.8% | -0.3% |
| 6M | -0.4% | +0.1% | -0.5% | -0.4% |
| YTD | 0.0% | +8.2% | -8.3% | -0.1% |
| 1Y | +0.9% | +10.1% | -9.2% | +0.8% |
| 3Y | +13.9% | +69.7% | -55.7% | +13.2% |
| 5Y | +2.5% | +53.4% | -50.8% | +1.5% |
| 10Y | +13.1% | +219.2% | -206.1% | +14.1% |
| All | +18.1% | +211.2% | -193.1% | +19.5% |
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