-62.0%
MT vs VT
+345.0%
-407.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | +4.1% |
| 7D | -2.2% | -4.2% | +2.0% | +5.6% |
| 30D | -7.3% | -5.8% | -1.5% | +3.4% |
| 3M | -19.6% | -5.2% | -14.4% | -11.3% |
| 6M | +4.3% | +0.1% | +4.2% | +5.1% |
| YTD | +33.5% | +8.2% | +25.3% | +18.6% |
| 1Y | +63.7% | +10.1% | +53.5% | +40.6% |
| 3Y | +173.6% | +69.7% | +104.0% | +7.0% |
| 5Y | +100.5% | +53.4% | +47.1% | -4.6% |
| 10Y | +240.3% | +219.2% | +21.1% | -54.0% |
| All | -62.0% | +345.0% | -407.0% | -96.4% |
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 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