-60.0%
MSTW vs VT
+13.3%
-73.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | -2.4% |
| 7D | -16.8% | -0.7% | -16.1% | -14.9% |
| 30D | -24.2% | -1.7% | -22.5% | -18.7% |
| 3M | +28.9% | -2.3% | +31.3% | +43.2% |
| 6M | -48.3% | +1.5% | -49.8% | -48.4% |
| YTD | -32.6% | +12.0% | -44.6% | -46.8% |
| 1Y | -60.0% | +12.9% | -72.9% | -68.9% |
| All | -60.0% | +13.3% | -73.3% | -68.9% |
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 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