-84.4%
MQ vs VT
+66.2%
-150.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | +0.7% | +0.4% | +0.2% | -0.1% |
| 30D | -0.5% | +1.0% | -1.5% | -2.1% |
| 3M | +2.9% | +2.4% | +0.5% | -2.1% |
| 6M | +3.1% | +12.0% | -8.9% | -17.1% |
| YTD | -12.7% | +15.3% | -28.1% | -33.8% |
| 1Y | -32.2% | +22.6% | -54.7% | -54.4% |
| 3Y | -33.8% | +74.7% | -108.5% | -79.8% |
| All | -84.4% | +66.2% | -150.6% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling