-23.3%
MMS vs VT
+75.0%
-98.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.5% | +0.4% | -3.9% | -3.7% |
| 30D | -8.2% | +1.0% | -9.1% | -8.6% |
| 3M | -4.2% | +2.4% | -6.5% | -5.4% |
| 6M | -25.1% | +12.0% | -37.1% | -30.0% |
| YTD | -32.1% | +15.3% | -47.5% | -37.6% |
| 1Y | -33.6% | +22.6% | -56.1% | -41.3% |
| All | -23.3% | +75.0% | -98.2% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling