-16.1%
MLSS vs VT
+374.2%
-390.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.0% | +0.4% | -6.4% | -6.2% |
| 30D | 0.0% | +1.0% | -1.0% | -0.5% |
| 3M | +9.3% | +2.4% | +6.9% | +8.0% |
| 6M | +62.1% | +12.0% | +50.1% | +52.2% |
| YTD | +74.1% | +15.3% | +58.7% | +60.7% |
| 1Y | -24.2% | +22.6% | -46.8% | -32.5% |
| 3Y | -56.5% | +74.7% | -131.2% | -67.9% |
| 5Y | -77.0% | +66.1% | -143.1% | -82.3% |
| 10Y | -78.4% | +225.0% | -303.4% | -87.4% |
| All | -16.1% | +374.2% | -390.3% | -40.1% |
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 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