-97.3%
MSTP vs VT
+26.4%
-123.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -3.9% |
| 7D | -26.4% | +2.4% | -28.7% | -35.8% |
| 30D | -43.9% | -1.5% | -42.4% | -36.8% |
| 3M | +3.0% | -4.1% | +7.1% | +40.7% |
| 6M | -74.9% | +0.6% | -75.5% | -72.1% |
| YTD | -75.3% | +11.0% | -86.3% | -81.0% |
| 1Y | -87.9% | +13.3% | -101.2% | -91.5% |
| All | -97.3% | +26.4% | -123.7% | -98.6% |
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