+15.1%
MPA vs VT
+217.6%
-202.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +6.5% | -3.1% | +9.6% | +7.3% |
| 3M | -6.1% | -3.5% | -2.6% | -5.3% |
| 6M | -7.5% | +0.5% | -7.9% | -7.7% |
| YTD | -2.9% | +10.8% | -13.7% | -5.6% |
| 1Y | -4.8% | +11.9% | -16.7% | -7.6% |
| 3Y | +16.2% | +73.0% | -56.8% | +0.4% |
| 5Y | -16.1% | +58.6% | -74.8% | -26.3% |
| 10Y | +15.1% | +219.2% | -204.0% | -24.8% |
| All | +15.1% | +217.6% | -202.5% | -24.8% |
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