-38.4%
MTLS vs VT
+225.9%
-264.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -17.4% | -1.6% | -15.8% | -15.8% |
| 30D | -16.2% | -2.5% | -13.7% | -13.7% |
| 3M | +9.4% | -1.3% | +10.7% | +10.8% |
| 6M | +26.5% | +3.1% | +23.4% | +20.9% |
| YTD | +28.3% | +10.9% | +17.4% | +11.2% |
| 1Y | +7.9% | +12.1% | -4.2% | -7.7% |
| 3Y | +25.4% | +73.9% | -48.5% | -38.7% |
| 5Y | -72.6% | +58.0% | -130.5% | -84.2% |
| 10Y | +9.0% | +225.5% | -216.4% | -68.5% |
| All | -38.4% | +225.9% | -264.2% | -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