-86.4%
MQ vs VT
+72.8%
-159.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | +0.7% | +0.4% | +0.2% | 0.0% |
| 30D | -0.5% | +1.0% | -1.5% | -2.1% |
| 3M | +2.9% | +2.4% | +0.5% | -2.0% |
| 6M | +3.1% | +12.0% | -8.9% | -16.9% |
| YTD | -12.7% | +15.3% | -28.1% | -33.6% |
| 1Y | -32.2% | +22.6% | -54.7% | -54.1% |
| 3Y | -33.8% | +74.7% | -108.5% | -79.4% |
| 5Y | -84.6% | +66.1% | -150.8% | -94.0% |
| All | -86.4% | +72.8% | -159.2% | -94.9% |
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