-85.5%
MDAI vs VT
+76.0%
-161.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.1% | -9.6% | -9.1% |
| 7D | -7.8% | -0.7% | -7.1% | -7.4% |
| 30D | -11.9% | -1.7% | -10.1% | -10.9% |
| 3M | -17.5% | -2.3% | -15.2% | -16.4% |
| 6M | -39.5% | +1.5% | -41.0% | -39.8% |
| YTD | -0.7% | +12.0% | -12.7% | -5.7% |
| 1Y | -18.0% | +12.9% | -30.9% | -22.3% |
| 3Y | -49.6% | +74.9% | -124.6% | -56.0% |
| 5Y | -85.7% | +59.9% | -145.6% | -87.5% |
| All | -85.5% | +76.0% | -161.4% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling