-100.0%
MTVA vs VT
+221.8%
-321.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -9.1% | +2.4% | -11.4% | -10.8% |
| 30D | -4.4% | -1.5% | -2.9% | -2.0% |
| 3M | -11.0% | -4.1% | -6.8% | -6.5% |
| 6M | +8.3% | +0.6% | +7.8% | +8.0% |
| YTD | -84.6% | +11.0% | -95.6% | -86.1% |
| 1Y | -82.1% | +13.3% | -95.4% | -84.1% |
| 3Y | -96.6% | +73.4% | -170.0% | -98.0% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +221.8% | -321.8% | -100.0% |
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