-49.8%
MLGO vs VT
+23.3%
-73.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -1.7% |
| 30D | -0.2% | +1.0% | -1.2% | -3.0% |
| 3M | -22.2% | +2.4% | -24.6% | -27.2% |
| 6M | +14.9% | +12.0% | +2.9% | -16.1% |
| YTD | -9.0% | +15.3% | -24.4% | -39.3% |
| 1Y | -49.8% | +22.6% | -72.4% | -70.1% |
| All | -49.8% | +23.3% | -73.1% | -70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling