-100.0%
MNTS vs VT
+112.3%
-212.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | +0.2% | +20.4% | +20.2% |
| 7D | +5.7% | -2.3% | +8.0% | +9.7% |
| 30D | -41.4% | -5.0% | -36.5% | -36.3% |
| 3M | -53.3% | -4.9% | -48.4% | -49.0% |
| 6M | -57.3% | -1.5% | -55.7% | -54.4% |
| YTD | -57.9% | +8.5% | -66.4% | -59.7% |
| 1Y | -88.1% | +11.4% | -99.5% | -88.9% |
| 3Y | -99.8% | +70.1% | -169.9% | -99.9% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +112.3% | -212.3% | -100.0% |
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