-96.8%
MSTP vs VT
+26.1%
-122.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -4.8% |
| 7D | -21.7% | -0.1% | -21.6% | -21.1% |
| 30D | -42.7% | -3.1% | -39.6% | -29.6% |
| 3M | +21.8% | -3.5% | +25.3% | +60.5% |
| 6M | -73.2% | +0.5% | -73.6% | -70.2% |
| YTD | -70.5% | +10.8% | -81.3% | -77.1% |
| 1Y | -89.1% | +11.9% | -101.0% | -91.8% |
| All | -96.8% | +26.1% | -122.9% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling