+99.4%
MISL vs VT
+96.8%
+2.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.6% |
| 7D | -2.9% | -2.3% | -0.5% | -0.9% |
| 30D | -3.3% | -5.0% | +1.7% | +1.1% |
| 3M | -12.4% | -4.9% | -7.5% | -8.5% |
| 6M | -9.4% | -1.5% | -7.9% | -8.1% |
| YTD | -5.6% | +8.5% | -14.1% | -11.6% |
| 1Y | -2.3% | +11.4% | -13.6% | -10.3% |
| 3Y | +76.2% | +70.1% | +6.1% | +19.0% |
| All | +99.4% | +96.8% | +2.6% | +23.8% |
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