+16.2%
MTLS vs VT
+75.0%
-58.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +6.3% | +0.4% | +5.8% | +5.7% |
| 30D | +9.9% | +1.0% | +8.9% | +8.6% |
| 3M | +11.2% | +2.4% | +8.8% | +7.8% |
| 6M | +41.6% | +12.0% | +29.6% | +22.5% |
| YTD | +34.4% | +15.3% | +19.1% | +11.7% |
| 1Y | +50.1% | +22.6% | +27.5% | +15.2% |
| All | +16.2% | +75.0% | -58.8% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling