-91.4%
MSTP vs VT
+23.4%
-114.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.0% | +1.0% | +34.0% | +29.4% |
| 7D | +7.3% | +0.1% | +7.2% | +8.4% |
| 30D | +98.5% | +0.8% | +97.7% | +95.8% |
| 3M | +1.5% | +2.8% | -1.2% | -6.2% |
| 6M | -22.0% | +13.0% | -35.0% | -53.2% |
| YTD | -51.4% | +15.4% | -66.7% | -72.2% |
| All | -91.4% | +23.4% | -114.8% | -96.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling