-100.0%
MYSZ vs VT
+221.6%
-321.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -3.4% |
| 7D | -16.1% | -0.3% | -15.8% | -15.9% |
| 30D | -45.8% | -1.4% | -44.4% | -44.9% |
| 3M | -71.2% | -1.4% | -69.8% | -70.6% |
| 6M | -82.7% | +5.5% | -88.2% | -83.6% |
| YTD | -85.9% | +12.8% | -98.7% | -87.6% |
| 1Y | -90.4% | +15.4% | -105.9% | -91.8% |
| 3Y | -98.4% | +76.9% | -175.3% | -99.1% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| 10Y | -100.0% | +232.8% | -332.8% | -100.0% |
| All | -100.0% | +221.6% | -321.6% | -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