-94.8%
MSTP vs VT
+31.3%
-126.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.2% |
| 7D | +20.8% | +0.4% | +20.4% | +19.7% |
| 30D | +88.7% | +1.0% | +87.7% | +84.8% |
| 3M | -4.9% | +2.4% | -7.3% | -10.0% |
| 6M | -37.6% | +12.0% | -49.6% | -60.1% |
| YTD | -53.0% | +15.3% | -68.3% | -72.2% |
| 1Y | -91.7% | +22.6% | -114.3% | -96.0% |
| All | -94.8% | +31.3% | -126.1% | -97.9% |
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