+967.7%
MTA vs VT
+215.5%
+752.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.4% | +4.4% |
| 7D | +11.9% | -2.3% | +14.2% | +14.5% |
| 30D | -6.5% | -5.0% | -1.5% | -1.6% |
| 3M | -3.7% | -4.9% | +1.2% | +1.5% |
| 6M | +13.1% | -1.5% | +14.7% | +16.4% |
| YTD | +4.0% | +8.5% | -4.5% | -0.9% |
| 1Y | +29.2% | +11.4% | +17.9% | +20.6% |
| 3Y | +169.7% | +70.1% | +99.6% | +80.7% |
| 5Y | +4.9% | +53.7% | -48.8% | -25.4% |
| All | +967.7% | +215.5% | +752.2% | +391.8% |
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