-89.4%
MMA vs VT
+52.6%
-142.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.5% | +0.4% | -3.9% | -3.7% |
| 30D | +5.5% | +1.0% | +4.5% | +4.5% |
| 3M | -14.6% | +2.4% | -17.0% | -16.9% |
| 6M | +5.2% | +12.0% | -6.8% | -7.4% |
| YTD | -60.4% | +15.3% | -75.7% | -65.9% |
| 1Y | -47.1% | +22.6% | -69.7% | -56.7% |
| All | -89.4% | +52.6% | -142.0% | -93.0% |
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