-35.4%
MTLS vs VT
+238.8%
-274.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +6.3% | +0.4% | +5.8% | +5.6% |
| 30D | +9.9% | +1.0% | +8.9% | +8.5% |
| 3M | +11.2% | +2.4% | +8.8% | +7.6% |
| 6M | +41.6% | +12.0% | +29.6% | +21.8% |
| YTD | +34.4% | +15.3% | +19.1% | +11.2% |
| 1Y | +50.1% | +22.6% | +27.5% | +14.9% |
| 3Y | +12.9% | +74.7% | -61.8% | -44.9% |
| 5Y | -69.2% | +66.1% | -135.3% | -83.2% |
| 10Y | +13.4% | +225.0% | -211.6% | -67.5% |
| All | -35.4% | +238.8% | -274.2% | -81.5% |
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