+46.2%
MMS vs VT
+214.8%
-168.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +4.1% |
| 7D | +10.2% | -4.2% | +14.3% | +13.6% |
| 30D | +26.6% | -5.8% | +32.4% | +32.1% |
| 3M | +10.3% | -5.2% | +15.5% | +14.5% |
| 6M | +7.3% | +0.1% | +7.2% | +6.0% |
| YTD | -18.5% | +8.2% | -26.8% | -24.5% |
| 1Y | -16.0% | +10.1% | -26.1% | -23.4% |
| 3Y | -5.7% | +69.7% | -75.3% | -40.4% |
| 5Y | -13.0% | +53.4% | -66.4% | -40.5% |
| All | +46.2% | +214.8% | -168.6% | -40.7% |
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