-93.6%
MMA vs VT
+43.2%
-136.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.4% | -7.3% |
| 7D | -21.8% | -4.2% | -17.7% | -18.9% |
| 30D | -26.8% | -5.8% | -21.0% | -23.1% |
| 3M | -36.9% | -5.2% | -31.6% | -34.0% |
| 6M | -51.7% | +0.1% | -51.8% | -52.6% |
| YTD | -76.3% | +8.2% | -84.5% | -78.5% |
| 1Y | -81.9% | +10.1% | -92.0% | -83.8% |
| All | -93.6% | +43.2% | -136.8% | -95.6% |
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