+620.8%
MTA vs VT
+412.9%
+207.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -0.3% |
| 7D | +0.1% | -4.2% | +4.3% | +1.9% |
| 30D | -15.5% | -5.8% | -9.7% | -13.3% |
| 3M | -7.9% | -5.2% | -2.6% | -5.6% |
| 6M | +14.5% | +0.1% | +14.4% | +15.4% |
| YTD | -0.6% | +8.2% | -8.9% | -2.2% |
| 1Y | +21.5% | +10.1% | +11.4% | +19.1% |
| 3Y | +156.0% | +69.7% | +86.3% | +123.7% |
| 5Y | +0.2% | +53.4% | -53.1% | -12.2% |
| 10Y | +920.2% | +219.2% | +701.0% | +851.1% |
| All | +620.8% | +412.9% | +207.9% | -1,983.2% |
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