-87.0%
MLSS vs VT
+57.9%
-144.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.3% | -6.3% |
| 7D | 0.0% | -1.6% | +1.6% | +2.0% |
| 30D | -21.1% | -2.5% | -18.6% | -18.7% |
| 3M | -31.8% | -1.3% | -30.5% | -30.8% |
| 6M | -11.8% | +3.1% | -14.9% | -15.0% |
| YTD | +11.1% | +10.9% | +0.2% | -2.2% |
| 1Y | -28.6% | +12.1% | -40.6% | -38.0% |
| 3Y | -64.7% | +73.9% | -138.6% | -82.3% |
| All | -87.0% | +57.9% | -144.8% | -91.1% |
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 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