-76.7%
MTVA vs VT
+20.4%
-97.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.8% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | +21.7% | -0.7% | +22.3% | +22.3% |
| 3M | -7.9% | +4.0% | -11.9% | -11.3% |
| 6M | +20.8% | +12.3% | +8.5% | +2.4% |
| YTD | -79.3% | +14.0% | -93.4% | -83.6% |
| 1Y | -76.7% | +20.3% | -97.0% | -89.6% |
| All | -76.7% | +20.4% | -97.1% | -89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling