-10.2%
MTA vs VT
+57.0%
-67.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.5% |
| 7D | -8.9% | +2.4% | -11.3% | -11.6% |
| 30D | -5.0% | -1.5% | -3.5% | -2.9% |
| 3M | -18.7% | -4.1% | -14.6% | -13.7% |
| 6M | -3.3% | +0.6% | -3.8% | -2.5% |
| YTD | -5.3% | +11.0% | -16.3% | -14.2% |
| 1Y | +4.7% | +13.3% | -8.7% | -7.2% |
| 3Y | +183.5% | +73.4% | +110.1% | +60.1% |
| All | -10.2% | +57.0% | -67.2% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling