+1,095.2%
MTA vs VT
+224.5%
+870.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.2% | +0.4% | -2.6% | -2.5% |
| 30D | +22.9% | +1.0% | +21.9% | +21.9% |
| 3M | +33.9% | +2.4% | +31.5% | +31.7% |
| 6M | +17.3% | +12.0% | +5.3% | +7.4% |
| YTD | +32.5% | +15.3% | +17.2% | +18.8% |
| 1Y | +90.2% | +22.6% | +67.6% | +62.7% |
| 3Y | +146.1% | +74.7% | +71.4% | +59.4% |
| 5Y | +32.0% | +66.1% | -34.1% | -12.5% |
| All | +1,095.2% | +224.5% | +870.7% | +402.5% |
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