-84.8%
MQ vs VT
+62.5%
-147.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.4% |
| 7D | +2.7% | -2.3% | +5.0% | +6.4% |
| 30D | +9.0% | -5.0% | +13.9% | +17.8% |
| 3M | +11.4% | -4.9% | +16.3% | +20.0% |
| 6M | +12.4% | -1.5% | +13.9% | +12.9% |
| YTD | -2.2% | +8.5% | -10.6% | -18.3% |
| 1Y | -4.8% | +11.4% | -16.1% | -24.2% |
| 3Y | -10.3% | +70.1% | -80.4% | -71.7% |
| 5Y | -83.0% | +53.7% | -136.7% | -92.3% |
| All | -84.8% | +62.5% | -147.3% | -93.7% |
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