+122.2%
MPA vs VT
+346.0%
-223.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +2.2% | -2.3% | +4.5% | +2.5% |
| 30D | +9.1% | -5.0% | +14.1% | +10.0% |
| 3M | -4.7% | -4.9% | +0.1% | -4.0% |
| 6M | -6.0% | -1.5% | -4.4% | -5.8% |
| YTD | -2.1% | +8.5% | -10.5% | -3.4% |
| 1Y | -3.2% | +11.4% | -14.5% | -4.9% |
| 3Y | +19.9% | +70.1% | -50.1% | +10.1% |
| 5Y | -14.9% | +53.7% | -68.6% | -21.0% |
| 10Y | +13.5% | +220.0% | -206.4% | -5.3% |
| All | +122.2% | +346.0% | -223.8% | +75.1% |
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