+53.0%
MLYS vs VT
+87.9%
-34.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +10.2% | +0.4% | +9.7% | +9.7% |
| 30D | +5.1% | +1.0% | +4.1% | +4.0% |
| 3M | +12.6% | +2.4% | +10.2% | +9.5% |
| 6M | -1.9% | +12.0% | -13.9% | -13.5% |
| YTD | -22.3% | +15.3% | -37.6% | -33.3% |
| 1Y | -14.8% | +22.6% | -37.4% | -31.6% |
| 3Y | +118.3% | +74.7% | +43.7% | +3.3% |
| All | +53.0% | +87.9% | -34.9% | -29.7% |
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