+86.7%
MRAM vs VT
+223.7%
-137.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.6% | +7.4% | +6.1% |
| 7D | -1.1% | +0.4% | -1.5% | -0.7% |
| 30D | -21.5% | -2.6% | -18.9% | -16.9% |
| 3M | -22.4% | -3.2% | -19.1% | -16.6% |
| 6M | -52.1% | +0.9% | -53.1% | -50.3% |
| YTD | +39.2% | +11.3% | +27.9% | +30.5% |
| 1Y | +43.5% | +14.0% | +29.5% | +30.7% |
| 3Y | +51.3% | +75.8% | -24.6% | -20.4% |
| 5Y | +92.3% | +57.8% | +34.4% | +21.0% |
| 10Y | +86.7% | +219.8% | -133.1% | -25.0% |
| All | +86.7% | +223.7% | -137.0% | -25.0% |
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