-94.1%
MVST vs VT
+141.6%
-235.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.1% | -9.6% | -9.4% |
| 7D | -7.6% | -4.2% | -3.4% | -2.6% |
| 30D | -6.2% | -5.8% | -0.4% | +0.8% |
| 3M | -31.9% | -5.2% | -26.7% | -26.9% |
| 6M | -70.6% | +0.1% | -70.7% | -69.7% |
| YTD | -79.5% | +8.2% | -87.7% | -80.2% |
| 1Y | -89.2% | +10.1% | -99.3% | -89.7% |
| 3Y | -59.6% | +69.7% | -129.2% | -72.7% |
| 5Y | -93.9% | +53.4% | -147.3% | -95.7% |
| All | -94.1% | +141.6% | -235.7% | -96.0% |
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