-45.9%
MTUS vs VT
+236.2%
-282.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.1% |
| 7D | +1.8% | +0.4% | +1.4% | +1.1% |
| 30D | -7.8% | +1.0% | -8.8% | -9.3% |
| 3M | -1.0% | +2.4% | -3.4% | -5.3% |
| 6M | +11.9% | +12.0% | -0.1% | -8.2% |
| YTD | +16.1% | +15.3% | +0.8% | -9.7% |
| 1Y | +18.9% | +22.6% | -3.7% | -17.0% |
| 3Y | -10.2% | +74.7% | -84.9% | -65.7% |
| 5Y | +49.3% | +66.1% | -16.9% | -35.4% |
| 10Y | +103.4% | +225.0% | -121.6% | -73.8% |
| All | -45.9% | +236.2% | -282.1% | -93.7% |
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