-100.0%
MTVA vs VT
+220.0%
-320.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.6% | -9.1% | -9.1% |
| 7D | +19.3% | +2.9% | +16.4% | +16.5% |
| 30D | -9.1% | -2.5% | -6.6% | -5.9% |
| 3M | -11.6% | -3.3% | -8.2% | -7.8% |
| 6M | +34.0% | +1.5% | +32.5% | +32.5% |
| YTD | -84.6% | +11.4% | -95.9% | -86.1% |
| 1Y | -83.3% | +11.9% | -95.2% | -85.0% |
| 3Y | -96.6% | +73.9% | -170.4% | -97.9% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| 10Y | -100.0% | +222.6% | -322.6% | -100.0% |
| All | -100.0% | +220.0% | -320.0% | -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 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