+11.7%
MMS vs VT
+224.5%
-212.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.5% | +0.4% | -3.9% | -3.8% |
| 30D | -8.2% | +1.0% | -9.1% | -8.8% |
| 3M | -4.2% | +2.4% | -6.5% | -6.3% |
| 6M | -25.1% | +12.0% | -37.1% | -32.2% |
| YTD | -32.1% | +15.3% | -47.5% | -39.9% |
| 1Y | -33.6% | +22.6% | -56.1% | -44.1% |
| 3Y | -25.0% | +74.7% | -99.7% | -53.5% |
| 5Y | -28.8% | +66.1% | -94.9% | -54.2% |
| All | +11.7% | +224.5% | -212.8% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling