-49.8%
MSLE vs VT
+60.6%
-110.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | -4.5% |
| 7D | -0.5% | -0.3% | -0.2% | +0.4% |
| 30D | -19.6% | -1.4% | -18.2% | -15.5% |
| 3M | -35.5% | -1.4% | -34.1% | -33.0% |
| 6M | -22.6% | +5.5% | -28.1% | -38.0% |
| YTD | +10.0% | +12.8% | -2.8% | -33.0% |
| 1Y | +10.3% | +15.4% | -5.2% | -39.7% |
| 3Y | +115.7% | +76.9% | +38.8% | -93.9% |
| 5Y | -49.8% | +60.4% | -110.2% | -185.0% |
| All | -49.8% | +60.6% | -110.4% | -185.0% |
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