+13.2%
MTBA vs VT
+70.5%
-57.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.2% | -2.3% | +2.5% | +0.4% |
| 30D | +2.5% | -5.0% | +7.5% | +2.9% |
| 3M | -0.3% | -4.9% | +4.6% | +0.1% |
| 6M | -0.7% | -1.5% | +0.8% | -0.6% |
| YTD | -0.6% | +8.5% | -9.1% | -1.2% |
| 1Y | +0.4% | +11.4% | -11.0% | -0.4% |
| All | +13.2% | +70.5% | -57.3% | +5.8% |
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