-16.9%
MLYS vs VT
+76.7%
-93.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.3% |
| 7D | -15.7% | -2.3% | -13.4% | -13.0% |
| 30D | -30.6% | -5.0% | -25.6% | -25.9% |
| 3M | -43.2% | -4.9% | -38.3% | -39.5% |
| 6M | -49.1% | -1.5% | -47.6% | -47.8% |
| YTD | -57.8% | +8.5% | -66.2% | -60.9% |
| 1Y | -58.6% | +11.4% | -70.0% | -62.6% |
| 3Y | +89.3% | +70.1% | +19.2% | -6.5% |
| All | -16.9% | +76.7% | -93.6% | -58.8% |
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