+77.0%
MSTB vs VT
+111.8%
-34.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -1.2% |
| 7D | -5.4% | -4.2% | -1.2% | -2.3% |
| 30D | -6.9% | -5.8% | -1.1% | -2.7% |
| 3M | -6.0% | -5.2% | -0.8% | -2.2% |
| 6M | -1.1% | +0.1% | -1.2% | -1.2% |
| YTD | +4.3% | +8.2% | -4.0% | -1.7% |
| 1Y | +3.3% | +10.1% | -6.8% | -3.8% |
| 3Y | +61.5% | +69.7% | -8.2% | +8.3% |
| 5Y | +33.7% | +53.4% | -19.7% | -3.4% |
| All | +77.0% | +111.8% | -34.8% | +2.1% |
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