-69.8%
MTLS vs VT
+66.2%
-136.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +6.3% | +0.4% | +5.8% | +5.5% |
| 30D | +9.9% | +1.0% | +8.9% | +8.2% |
| 3M | +11.2% | +2.4% | +8.8% | +6.9% |
| 6M | +41.6% | +12.0% | +29.6% | +18.0% |
| YTD | +34.4% | +15.3% | +19.1% | +6.7% |
| 1Y | +50.1% | +22.6% | +27.5% | +8.1% |
| 3Y | +12.9% | +74.7% | -61.8% | -54.8% |
| All | -69.8% | +66.2% | -136.0% | -84.8% |
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 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