-99.9%
MI vs VT
+214.8%
-314.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.7% | +10.1% |
| 7D | -20.9% | -4.2% | -16.8% | -16.0% |
| 30D | -72.4% | -5.8% | -66.6% | -69.8% |
| 3M | -95.6% | -5.2% | -90.3% | -95.3% |
| 6M | +44.7% | +0.1% | +44.6% | +38.1% |
| YTD | -91.5% | +8.2% | -99.8% | -92.7% |
| 1Y | -91.5% | +10.1% | -101.6% | -92.8% |
| 3Y | -95.0% | +69.7% | -164.7% | -97.4% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.9% |
| All | -99.9% | +214.8% | -314.7% | -100.0% |
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