-79.8%
MSTW vs VT
+17.3%
-97.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -1.3% |
| 7D | -3.4% | -2.3% | -1.1% | +4.8% |
| 30D | -21.2% | -5.0% | -16.2% | -5.0% |
| 3M | +33.1% | -4.9% | +38.0% | +62.8% |
| 6M | -42.4% | -1.5% | -40.9% | -36.4% |
| YTD | -29.3% | +8.5% | -37.8% | -40.3% |
| 1Y | -59.2% | +11.4% | -70.6% | -68.3% |
| All | -79.8% | +17.3% | -97.1% | -86.7% |
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