-7.8%
MLYS vs VT
+83.8%
-91.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +4.4% |
| 7D | -20.5% | -0.3% | -20.2% | -19.9% |
| 30D | -27.0% | -1.4% | -25.6% | -25.6% |
| 3M | -35.8% | -1.4% | -34.5% | -34.6% |
| 6M | -42.7% | +5.5% | -48.1% | -45.8% |
| YTD | -53.2% | +12.8% | -66.0% | -58.7% |
| 1Y | -57.3% | +15.4% | -72.7% | -63.2% |
| 3Y | +104.6% | +76.9% | +27.7% | -3.7% |
| All | -7.8% | +83.8% | -91.6% | -56.5% |
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 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