-13.6%
MSBT vs VT
+8.9%
-22.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | -2.1% |
| 7D | -5.8% | -4.2% | -1.7% | -2.8% |
| 30D | -11.2% | -5.8% | -5.4% | -7.5% |
| 3M | +17.2% | -5.2% | +22.4% | +21.7% |
| 6M | -7.0% | +0.1% | -7.1% | +0.6% |
| All | -13.6% | +8.9% | -22.5% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling