+58.3%
MTUS vs VT
+215.5%
-157.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.3% |
| 7D | -21.2% | -2.3% | -18.8% | -18.1% |
| 30D | -16.6% | -5.0% | -11.7% | -9.6% |
| 3M | -22.3% | -4.9% | -17.4% | -15.9% |
| 6M | -12.7% | -1.5% | -11.1% | -10.6% |
| YTD | -3.0% | +8.5% | -11.5% | -15.4% |
| 1Y | -3.5% | +11.4% | -14.9% | -19.6% |
| 3Y | -18.3% | +70.1% | -88.4% | -65.0% |
| 5Y | +11.1% | +53.7% | -42.7% | -42.0% |
| All | +58.3% | +215.5% | -157.3% | -71.2% |
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