+221.8%
VT vs MTCH
+142.9%
+78.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.4% | +6.7% | -4.3% | +1.2% |
| 30D | -1.5% | -1.8% | +0.3% | -1.4% |
| 3M | -4.1% | +12.2% | -16.3% | -6.3% |
| 6M | +0.6% | +16.6% | -16.1% | -2.7% |
| YTD | +11.0% | +31.8% | -20.8% | +4.8% |
| 1Y | +13.3% | +30.8% | -17.5% | +7.1% |
| 3Y | +73.4% | +49.6% | +23.8% | +56.6% |
| 5Y | +57.4% | -70.3% | +127.8% | +81.0% |
| All | +221.8% | +142.9% | +78.9% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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