+17.7%
MPA vs VT
+224.4%
-206.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +6.4% | -1.7% | +8.1% | +6.8% |
| 3M | -5.8% | -2.3% | -3.5% | -5.3% |
| 6M | -7.6% | +1.5% | -9.1% | -8.0% |
| YTD | -2.7% | +12.0% | -14.8% | -5.6% |
| 1Y | -5.0% | +12.9% | -17.9% | -8.0% |
| 3Y | +16.4% | +74.9% | -58.5% | +0.3% |
| 5Y | -15.8% | +59.9% | -75.7% | -26.1% |
| 10Y | +17.7% | +224.6% | -206.9% | -22.7% |
| All | +17.7% | +224.4% | -206.7% | -22.7% |
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