+201.8%
MFUS vs VT
+162.4%
+39.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.4% |
| 7D | -3.2% | -2.3% | -0.9% | -1.2% |
| 30D | -2.1% | -5.0% | +2.8% | +2.4% |
| 3M | -3.3% | -4.9% | +1.6% | +1.0% |
| 6M | +1.1% | -1.5% | +2.7% | +2.3% |
| YTD | +14.0% | +8.5% | +5.5% | +5.4% |
| 1Y | +17.3% | +11.4% | +6.0% | +6.0% |
| 3Y | +74.6% | +70.1% | +4.5% | +7.1% |
| 5Y | +67.1% | +53.7% | +13.3% | +11.9% |
| All | +201.8% | +162.4% | +39.3% | +27.2% |
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