-13.3%
MLYS vs VT
+80.7%
-94.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -24.3% | -1.6% | -22.7% | -22.7% |
| 30D | -32.3% | -2.5% | -29.8% | -30.2% |
| 3M | -38.0% | -1.3% | -36.7% | -36.8% |
| 6M | -45.4% | +3.1% | -48.4% | -47.0% |
| YTD | -55.9% | +10.9% | -66.9% | -60.4% |
| 1Y | -59.2% | +12.1% | -71.2% | -63.7% |
| 3Y | +92.4% | +73.9% | +18.5% | -7.8% |
| All | -13.3% | +80.7% | -94.0% | -58.3% |
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