-99.7%
MSS vs VT
+81.6%
-181.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.2% | +1.7% | +16.5% | +16.2% |
| 7D | +0.9% | -0.3% | +1.2% | +1.6% |
| 30D | -28.2% | -1.4% | -26.8% | -26.7% |
| 3M | -21.5% | -1.4% | -20.1% | -20.2% |
| 6M | -84.0% | +5.5% | -89.4% | -84.9% |
| YTD | -92.6% | +12.8% | -105.5% | -93.7% |
| 1Y | -96.4% | +15.4% | -111.8% | -97.0% |
| 3Y | -99.7% | +76.9% | -176.5% | -99.8% |
| All | -99.7% | +81.6% | -181.3% | -99.8% |
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