+86.3%
MCS vs VT
+73.6%
+12.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -3.6% | -1.6% | -2.0% | -2.3% |
| 30D | +0.7% | -2.5% | +3.2% | +2.6% |
| 3M | -10.9% | -1.3% | -9.6% | -10.1% |
| 6M | +56.1% | +3.1% | +53.0% | +51.8% |
| YTD | +77.9% | +10.9% | +66.9% | +62.9% |
| 1Y | +90.2% | +12.1% | +78.2% | +72.7% |
| All | +86.3% | +73.6% | +12.7% | +24.6% |
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