-15.4%
MDAI vs VT
+12.5%
-27.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.2% |
| 7D | +2.7% | -0.1% | +2.8% | +3.3% |
| 30D | -6.7% | -3.1% | -3.6% | -2.8% |
| 3M | -9.9% | -3.5% | -6.4% | -5.7% |
| 6M | -33.3% | +0.5% | -33.8% | -33.1% |
| YTD | +8.5% | +10.8% | -2.3% | -5.9% |
| 1Y | -15.4% | +11.9% | -27.3% | -28.4% |
| All | -15.4% | +12.5% | -27.9% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling