-96.3%
MREO vs VT
+145.9%
-242.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.1% |
| 7D | -9.2% | -0.1% | -9.0% | -9.0% |
| 30D | -10.8% | -0.7% | -10.2% | -10.2% |
| 3M | -20.8% | +4.0% | -24.7% | -24.9% |
| 6M | -38.1% | +12.3% | -50.4% | -46.9% |
| YTD | -41.8% | +14.0% | -55.9% | -51.0% |
| 1Y | -86.7% | +20.3% | -107.0% | -89.1% |
| 3Y | -82.8% | +75.4% | -158.2% | -91.0% |
| 5Y | -91.0% | +66.0% | -156.9% | -94.8% |
| All | -96.3% | +145.9% | -242.2% | -98.5% |
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