+2.9%
MTLS vs VT
+214.8%
-211.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.1% | -4.9% | -3.5% |
| 7D | -8.0% | -4.2% | -3.8% | -2.3% |
| 30D | -22.2% | -5.8% | -16.4% | -15.7% |
| 3M | -1.9% | -5.2% | +3.3% | +5.4% |
| 6M | +18.1% | +0.1% | +18.0% | +17.4% |
| YTD | +20.0% | +8.2% | +11.8% | +7.1% |
| 1Y | +7.4% | +10.1% | -2.7% | -6.4% |
| 3Y | +17.3% | +69.7% | -52.4% | -42.7% |
| 5Y | -74.4% | +53.4% | -127.8% | -85.1% |
| All | +2.9% | +214.8% | -211.9% | -65.3% |
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