-59.2%
MSTW vs VT
+10.5%
-69.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -1.3% |
| 7D | -3.4% | -2.3% | -1.1% | +4.6% |
| 30D | -21.2% | -5.0% | -16.2% | -5.4% |
| 3M | +33.1% | -4.9% | +38.0% | +62.0% |
| 6M | -42.4% | -1.5% | -40.9% | -36.2% |
| YTD | -29.3% | +8.5% | -37.8% | -37.3% |
| 1Y | -59.2% | +11.4% | -70.6% | -65.4% |
| All | -59.2% | +10.5% | -69.7% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling