+88.1%
MLYS vs VT
+69.4%
+18.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.1% | -6.3% | -5.7% |
| 7D | -28.2% | -4.2% | -24.1% | -24.2% |
| 30D | -30.6% | -5.8% | -24.8% | -25.3% |
| 3M | -43.2% | -5.2% | -38.0% | -39.3% |
| 6M | -48.0% | +0.1% | -48.1% | -47.5% |
| YTD | -58.0% | +8.2% | -66.2% | -60.9% |
| 1Y | -61.6% | +10.1% | -71.7% | -64.7% |
| All | +88.1% | +69.4% | +18.8% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling