+90.4%
MNSB vs VT
+224.4%
-133.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.6% |
| 7D | -1.4% | -0.7% | -0.7% | -1.0% |
| 30D | -12.9% | -1.7% | -11.1% | -12.0% |
| 3M | -11.6% | -2.3% | -9.3% | -10.4% |
| 6M | -4.8% | +1.5% | -6.4% | -6.6% |
| YTD | +7.7% | +12.0% | -4.3% | -2.0% |
| 1Y | +20.6% | +12.9% | +7.7% | +9.0% |
| 3Y | +12.0% | +74.9% | -63.0% | -26.2% |
| 5Y | -6.2% | +59.9% | -66.1% | -34.5% |
| 10Y | +90.4% | +224.6% | -134.2% | -13.6% |
| All | +90.4% | +224.4% | -133.9% | -13.6% |
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 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