+173.2%
MIY vs VT
+374.2%
-201.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -1.7% | +0.4% | -2.1% | -1.7% |
| 30D | +3.6% | +1.0% | +2.6% | +3.4% |
| 3M | +3.9% | +2.4% | +1.5% | +3.4% |
| 6M | +0.1% | +12.0% | -11.9% | -2.1% |
| YTD | +10.0% | +15.3% | -5.3% | +7.0% |
| 1Y | +17.5% | +22.6% | -5.0% | +13.0% |
| 3Y | +36.7% | +74.7% | -38.0% | +22.4% |
| 5Y | +1.8% | +66.1% | -64.3% | -8.5% |
| 10Y | +33.4% | +225.0% | -191.6% | +5.1% |
| All | +173.2% | +374.2% | -201.0% | +88.5% |
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 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