+841.7%
MMS vs VT
+363.9%
+477.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.5% |
| 7D | +10.8% | -0.3% | +11.1% | +11.1% |
| 30D | +25.9% | -1.4% | +27.4% | +27.1% |
| 3M | +8.8% | -1.4% | +10.2% | +9.8% |
| 6M | +7.4% | +5.5% | +1.9% | +2.6% |
| YTD | -19.4% | +12.8% | -32.2% | -26.7% |
| 1Y | -16.7% | +15.4% | -32.1% | -25.6% |
| 3Y | -6.6% | +76.9% | -83.5% | -39.1% |
| 5Y | -12.0% | +60.4% | -72.4% | -38.7% |
| 10Y | +48.6% | +232.8% | -184.2% | -37.6% |
| All | +841.7% | +363.9% | +477.8% | +228.9% |
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