-94.5%
MST vs VT
+36.4%
-130.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.7% | +7.2% | +0.8% |
| 7D | -5.2% | -0.3% | -4.9% | -2.6% |
| 30D | -28.1% | -1.4% | -26.6% | -20.1% |
| 3M | +51.5% | -1.4% | +52.9% | +73.4% |
| 6M | -59.3% | +5.5% | -64.8% | -64.5% |
| YTD | -55.1% | +12.8% | -67.9% | -67.3% |
| 1Y | -82.9% | +15.4% | -98.3% | -88.4% |
| All | -94.5% | +36.4% | -130.9% | -97.1% |
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