+127.5%
MPA vs VT
+374.2%
-246.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -2.3% | +0.4% | -2.7% | -2.3% |
| 30D | -2.4% | +1.0% | -3.4% | -2.5% |
| 3M | -3.8% | +2.4% | -6.2% | -4.2% |
| 6M | -4.2% | +12.0% | -16.2% | -5.9% |
| YTD | +0.3% | +15.3% | -15.1% | -2.0% |
| 1Y | +4.8% | +22.6% | -17.7% | +1.5% |
| 3Y | +16.6% | +74.7% | -58.1% | +6.6% |
| 5Y | -12.8% | +66.1% | -79.0% | -20.1% |
| 10Y | +6.5% | +225.0% | -218.5% | -11.6% |
| All | +127.5% | +374.2% | -246.7% | +77.6% |
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