+79.9%
MSTB vs VT
+119.3%
-39.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.2% |
| 30D | -5.1% | -1.7% | -3.4% | -3.9% |
| 3M | -4.4% | -2.3% | -2.1% | -2.7% |
| 6M | -1.3% | +1.5% | -2.8% | -2.4% |
| YTD | +6.0% | +12.0% | -6.1% | -2.6% |
| 1Y | +4.3% | +12.9% | -8.6% | -4.7% |
| 3Y | +62.1% | +74.9% | -12.8% | +6.3% |
| 5Y | +37.3% | +59.9% | -22.6% | -3.8% |
| All | +79.9% | +119.3% | -39.4% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling