-74.3%
MITT vs VT
+215.5%
-289.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.2% | -11.1% | -11.1% |
| 7D | -20.5% | -2.3% | -18.2% | -17.9% |
| 30D | -20.4% | -5.0% | -15.4% | -14.8% |
| 3M | -33.6% | -4.9% | -28.7% | -29.0% |
| 6M | -39.4% | -1.5% | -37.9% | -38.5% |
| YTD | -42.0% | +8.5% | -50.5% | -48.4% |
| 1Y | -35.2% | +11.4% | -46.6% | -44.4% |
| 3Y | +21.6% | +70.1% | -48.5% | -42.7% |
| 5Y | -37.6% | +53.7% | -91.3% | -66.1% |
| All | -74.3% | +215.5% | -289.8% | -93.6% |
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