-83.3%
MLSS vs VT
+214.8%
-298.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.1% | -5.0% | -5.2% |
| 7D | -6.2% | -4.2% | -2.1% | -1.9% |
| 30D | -18.9% | -5.8% | -13.1% | -13.9% |
| 3M | -36.2% | -5.2% | -30.9% | -32.6% |
| 6M | -25.0% | +0.1% | -25.1% | -24.8% |
| YTD | +11.1% | +8.2% | +2.9% | +3.5% |
| 1Y | -26.8% | +10.1% | -37.0% | -33.2% |
| 3Y | -64.7% | +69.7% | -134.4% | -78.3% |
| 5Y | -87.1% | +53.4% | -140.5% | -91.2% |
| All | -83.3% | +214.8% | -298.1% | -95.1% |
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 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