+117.7%
MPA vs VT
+357.8%
-240.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.3% |
| 7D | -0.7% | +2.9% | -3.6% | -1.1% |
| 30D | +4.7% | -2.5% | +7.2% | +5.1% |
| 3M | -7.4% | -3.3% | -4.1% | -7.0% |
| 6M | -8.5% | +1.5% | -10.1% | -8.8% |
| YTD | -4.0% | +11.4% | -15.4% | -5.7% |
| 1Y | -5.9% | +11.9% | -17.9% | -7.7% |
| 3Y | +14.8% | +73.9% | -59.0% | +5.1% |
| 5Y | -17.2% | +57.9% | -75.0% | -23.5% |
| 10Y | +16.1% | +222.6% | -206.5% | -3.4% |
| All | +117.7% | +357.8% | -240.1% | +70.8% |
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 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