-97.9%
MRNO vs VT
+76.0%
-173.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.9% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | -11.6% | -2.6% | -9.0% | -11.5% |
| 3M | -3.3% | -3.2% | -0.1% | -3.1% |
| 6M | -13.1% | +0.9% | -14.1% | -13.0% |
| YTD | -64.5% | +11.3% | -75.8% | -64.7% |
| 1Y | -91.3% | +14.0% | -105.3% | -91.3% |
| 3Y | -98.1% | +75.8% | -174.0% | -98.1% |
| All | -97.9% | +76.0% | -173.9% | -97.8% |
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 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