+46.4%
MCS vs VT
+57.9%
-11.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 3M | -10.9% | -1.3% | -9.6% | -10.1% |
| 6M | +56.1% | +3.1% | +53.0% | +51.9% |
| YTD | +77.9% | +10.9% | +66.9% | +62.8% |
| 1Y | +90.2% | +12.1% | +78.2% | +72.6% |
| 3Y | +84.8% | +73.9% | +10.9% | +17.7% |
| All | +46.4% | +57.9% | -11.5% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling