-95.7%
MTVA vs VT
+77.9%
-173.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +2.9% | +0.4% | +2.5% | +2.6% |
| 30D | +17.4% | +1.0% | +16.5% | +16.5% |
| 3M | -28.6% | +2.4% | -31.0% | -30.4% |
| 6M | +8.7% | +12.0% | -3.3% | -3.9% |
| YTD | -79.2% | +15.3% | -94.6% | -82.2% |
| 1Y | -76.8% | +22.6% | -99.4% | -81.3% |
| All | -95.7% | +77.9% | -173.5% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling