+187.4%
MCS vs VT
+374.2%
-186.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.0% | +0.4% | -6.5% | -6.6% |
| 30D | -11.2% | +1.0% | -12.1% | -12.2% |
| 3M | +36.0% | +2.4% | +33.6% | +31.6% |
| 6M | +57.0% | +12.0% | +45.0% | +35.6% |
| YTD | +78.0% | +15.3% | +62.7% | +47.9% |
| 1Y | +81.5% | +22.6% | +58.9% | +39.5% |
| 3Y | +89.5% | +74.7% | +14.8% | -7.8% |
| 5Y | +93.5% | +66.1% | +27.4% | -1.7% |
| 10Y | +30.6% | +225.0% | -194.4% | -70.7% |
| All | +187.4% | +374.2% | -186.8% | -57.3% |
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