-55.4%
MOMO vs VT
+225.7%
-281.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.4% |
| 7D | +4.8% | -2.3% | +7.1% | +7.5% |
| 30D | -3.4% | -5.0% | +1.6% | +2.3% |
| 3M | -20.6% | -4.9% | -15.7% | -16.1% |
| 6M | -28.6% | -1.5% | -27.0% | -28.0% |
| YTD | -26.4% | +8.5% | -34.9% | -34.0% |
| 1Y | -28.2% | +11.4% | -39.6% | -37.8% |
| 3Y | -22.0% | +70.1% | -92.1% | -61.0% |
| 5Y | -46.3% | +53.7% | -100.0% | -68.4% |
| 10Y | -68.2% | +220.0% | -288.1% | -91.4% |
| All | -55.4% | +225.7% | -281.1% | -87.6% |
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 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