-83.8%
MDAI vs VT
+81.1%
-165.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -3.7% | +1.0% | -4.7% | -4.1% |
| 3M | -21.9% | +2.4% | -24.3% | -22.7% |
| 6M | +9.0% | +12.0% | -3.0% | +3.1% |
| YTD | +10.6% | +15.3% | -4.8% | +3.3% |
| 1Y | -14.2% | +22.6% | -36.8% | -21.7% |
| 3Y | -85.4% | +74.7% | -160.1% | -87.5% |
| 5Y | -83.8% | +66.1% | -150.0% | -86.1% |
| All | -83.8% | +81.1% | -165.0% | -86.1% |
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