-77.4%
MRT vs VT
+67.2%
-144.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +8.7% |
| 7D | +2.3% | +1.0% | +1.3% | +1.9% |
| 30D | +25.5% | -0.2% | +25.7% | +25.6% |
| 3M | +20.3% | +4.5% | +15.8% | +17.3% |
| 6M | 0.0% | +14.1% | -14.1% | -7.1% |
| YTD | -7.6% | +14.8% | -22.4% | -14.5% |
| 1Y | -10.1% | +21.2% | -31.3% | -19.2% |
| 3Y | +180.8% | +76.6% | +104.2% | +130.0% |
| 5Y | -77.6% | +66.6% | -144.2% | -81.6% |
| All | -77.4% | +67.2% | -144.6% | -81.5% |
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