-30.4%
MESO vs VT
+394.0%
-424.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.9% |
| 7D | -5.9% | -2.3% | -3.6% | -3.5% |
| 30D | +2.4% | -5.0% | +7.3% | +8.5% |
| 3M | -8.6% | -4.9% | -3.8% | -3.1% |
| 6M | -9.7% | -1.5% | -8.2% | -8.1% |
| YTD | -20.9% | +8.5% | -29.4% | -28.0% |
| 1Y | -4.4% | +11.4% | -15.8% | -15.5% |
| 3Y | +432.5% | +70.1% | +362.4% | +195.5% |
| 5Y | +12.2% | +53.7% | -41.5% | -28.7% |
| 10Y | +60.3% | +220.0% | -159.6% | -47.7% |
| All | -30.4% | +394.0% | -424.4% | -83.4% |
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 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