+135.6%
MQY vs VT
+346.0%
-210.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +0.9% | -2.3% | +3.3% | +1.5% |
| 30D | +9.9% | -5.0% | +14.9% | +11.3% |
| 3M | -3.7% | -4.9% | +1.1% | -2.6% |
| 6M | -4.1% | -1.5% | -2.6% | -3.9% |
| YTD | -0.3% | +8.5% | -8.8% | -2.4% |
| 1Y | -1.4% | +11.4% | -12.7% | -4.1% |
| 3Y | +22.0% | +70.1% | -48.1% | +6.5% |
| 5Y | -13.3% | +53.7% | -67.0% | -22.9% |
| 10Y | +16.5% | +220.0% | -203.5% | -14.3% |
| All | +135.6% | +346.0% | -210.4% | +46.8% |
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