-93.2%
MSLE vs VT
+362.3%
-455.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -7.4% | -1.6% | -5.8% | -5.2% |
| 30D | -25.1% | -2.5% | -22.6% | -22.1% |
| 3M | -34.9% | -1.3% | -33.6% | -33.7% |
| 6M | -18.9% | +3.1% | -21.9% | -22.3% |
| YTD | +8.3% | +10.9% | -2.6% | -6.5% |
| 1Y | -2.1% | +12.1% | -14.1% | -16.9% |
| 3Y | +112.3% | +73.9% | +38.4% | -18.0% |
| 5Y | -50.6% | +58.0% | -108.5% | -115.7% |
| 10Y | +10.6% | +225.5% | -214.9% | -130.1% |
| All | -93.2% | +362.3% | -455.6% | -101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling