-96.5%
MSTP vs VT
+26.7%
-123.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -19.0% |
| 7D | -8.8% | +0.4% | -9.2% | -10.5% |
| 30D | -38.2% | -2.6% | -35.6% | -26.0% |
| 3M | +24.6% | -3.2% | +27.8% | +61.7% |
| 6M | -71.1% | +0.9% | -72.0% | -68.7% |
| YTD | -68.2% | +11.3% | -79.5% | -76.0% |
| 1Y | -88.6% | +14.0% | -102.6% | -92.2% |
| All | -96.5% | +26.7% | -123.2% | -98.2% |
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