-30.0%
MITT vs VT
+53.2%
-83.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -5.4% |
| 7D | -12.5% | -4.2% | -8.3% | -8.4% |
| 30D | -12.0% | -5.8% | -6.2% | -6.3% |
| 3M | -26.0% | -5.2% | -20.8% | -21.7% |
| 6M | -32.3% | +0.1% | -32.5% | -32.6% |
| YTD | -35.0% | +8.2% | -43.2% | -40.2% |
| 1Y | -26.0% | +10.1% | -36.1% | -33.2% |
| 3Y | +36.6% | +69.7% | -33.0% | -23.3% |
| 5Y | -30.0% | +53.4% | -83.4% | -60.5% |
| All | -30.0% | +53.2% | -83.2% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling