-48.4%
MSLE vs VT
+66.2%
-114.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | +3.6% | +0.4% | +3.1% | +1.8% |
| 30D | -10.4% | +1.0% | -11.4% | -13.6% |
| 3M | +49.3% | +2.4% | +46.9% | +35.8% |
| 6M | -26.9% | +12.0% | -38.9% | -52.5% |
| YTD | +52.6% | +15.3% | +37.2% | -13.0% |
| 1Y | +62.1% | +22.6% | +39.6% | -29.7% |
| 3Y | +130.0% | +74.7% | +55.3% | -92.4% |
| All | -48.4% | +66.2% | -114.6% | -234.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling