+8.3%
MQY vs VT
+221.4%
-213.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.2% | +1.0% | -2.2% | -1.5% |
| 30D | -4.3% | -0.2% | -4.0% | -4.2% |
| 3M | -2.4% | +4.5% | -7.0% | -3.7% |
| 6M | -4.2% | +14.1% | -18.2% | -7.8% |
| YTD | -0.2% | +14.8% | -15.0% | -4.2% |
| 1Y | +0.7% | +21.2% | -20.4% | -4.8% |
| 3Y | +17.8% | +76.6% | -58.8% | -0.5% |
| 5Y | -14.1% | +66.6% | -80.7% | -26.8% |
| 10Y | +8.3% | +222.3% | -213.9% | -26.9% |
| All | +8.3% | +221.4% | -213.1% | -26.9% |
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 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