+80.6%
MIR vs VT
+111.5%
-30.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.6% |
| 7D | -2.2% | -2.3% | +0.1% | +0.9% |
| 30D | +9.2% | -5.0% | +14.2% | +17.2% |
| 3M | +19.6% | -4.9% | +24.5% | +28.6% |
| 6M | -11.9% | -1.5% | -10.3% | -9.5% |
| YTD | -23.3% | +8.5% | -31.8% | -30.8% |
| 1Y | -34.8% | +11.4% | -46.1% | -42.9% |
| 3Y | +116.8% | +70.1% | +46.7% | +12.7% |
| 5Y | +59.6% | +53.7% | +5.9% | -10.2% |
| All | +80.6% | +111.5% | -30.9% | -7.0% |
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