+10.2%
MSLE vs VT
+214.8%
-204.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +6.1% |
| 7D | -6.8% | -4.2% | -2.7% | +0.9% |
| 30D | -15.8% | -5.8% | -10.0% | -5.5% |
| 3M | -36.6% | -5.2% | -31.3% | -29.9% |
| 6M | -20.6% | +0.1% | -20.8% | -21.1% |
| YTD | +8.0% | +8.2% | -0.2% | -7.7% |
| 1Y | +8.0% | +10.1% | -2.1% | -11.3% |
| 3Y | +111.7% | +69.7% | +42.0% | -41.2% |
| 5Y | -50.7% | +53.4% | -104.1% | -136.6% |
| All | +10.2% | +214.8% | -204.6% | -140.3% |
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