-37.3%
MITT vs VT
+57.4%
-94.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | -0.2% |
| 7D | -21.0% | +0.4% | -21.3% | -21.1% |
| 30D | -19.0% | -2.6% | -16.4% | -16.7% |
| 3M | -33.0% | -3.2% | -29.8% | -30.6% |
| 6M | -38.7% | +0.9% | -39.7% | -39.4% |
| YTD | -40.6% | +11.3% | -51.9% | -47.0% |
| 1Y | -33.5% | +14.0% | -47.5% | -42.1% |
| 3Y | +24.4% | +75.8% | -51.5% | -32.8% |
| 5Y | -37.3% | +57.8% | -95.1% | -65.5% |
| All | -37.3% | +57.4% | -94.6% | -65.5% |
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