-97.6%
MI vs VT
+242.2%
-339.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.8% |
| 7D | -3.7% | +0.4% | -4.1% | -4.2% |
| 30D | -69.1% | +1.0% | -70.0% | -69.7% |
| 3M | -83.7% | +2.4% | -86.1% | -84.5% |
| 6M | -55.3% | +12.0% | -67.3% | -62.3% |
| YTD | -40.9% | +15.3% | -56.2% | -51.8% |
| 1Y | -23.5% | +22.6% | -46.1% | -41.9% |
| 3Y | -74.0% | +74.7% | -148.6% | -86.0% |
| 5Y | -99.5% | +66.1% | -165.6% | -99.7% |
| 10Y | -99.3% | +225.0% | -324.3% | -99.7% |
| All | -97.6% | +242.2% | -339.8% | -98.7% |
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