+78.3%
MIR vs VT
+116.5%
-38.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.8% |
| 7D | -1.3% | +2.4% | -3.6% | -4.4% |
| 30D | +11.6% | -1.5% | +13.1% | +13.8% |
| 3M | +13.7% | -4.1% | +17.8% | +20.8% |
| 6M | -4.8% | +0.6% | -5.4% | -5.0% |
| YTD | -24.3% | +11.0% | -35.3% | -33.9% |
| 1Y | -26.1% | +13.3% | -39.5% | -37.1% |
| 3Y | +116.3% | +73.4% | +42.9% | +9.4% |
| 5Y | +55.6% | +57.4% | -1.8% | -15.2% |
| All | +78.3% | +116.5% | -38.2% | -11.1% |
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 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