+32.4%
MESO vs VT
+66.2%
-33.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | +0.4% | -1.1% | -1.3% |
| 30D | +15.8% | +1.0% | +14.8% | +14.2% |
| 3M | +16.0% | +2.4% | +13.6% | +12.2% |
| 6M | +18.8% | +12.0% | +6.8% | +0.5% |
| YTD | -4.0% | +15.3% | -19.3% | -21.9% |
| 1Y | +28.1% | +22.6% | +5.5% | -4.2% |
| 3Y | +481.2% | +74.7% | +406.5% | +168.8% |
| All | +32.4% | +66.2% | -33.8% | -28.1% |
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 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