-82.2%
MLSS vs VT
+231.8%
-314.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.7% | +8.3% | +8.4% |
| 7D | +3.1% | -0.3% | +3.4% | +3.6% |
| 30D | -8.3% | -1.4% | -6.9% | -7.0% |
| 3M | -28.3% | -1.4% | -26.9% | -27.3% |
| 6M | -5.7% | +5.5% | -11.2% | -10.2% |
| YTD | +22.2% | +12.8% | +9.4% | +9.2% |
| 1Y | -13.2% | +15.4% | -28.6% | -24.3% |
| 3Y | -61.2% | +76.9% | -138.0% | -77.1% |
| 5Y | -85.7% | +60.4% | -146.1% | -90.6% |
| 10Y | -82.2% | +232.8% | -314.9% | -94.0% |
| All | -82.2% | +231.8% | -314.0% | -94.0% |
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