-17.1%
MMS price history and return analytics
+57.4%
-74.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -1.4% |
| 7D | -1.4% | +0.4% | -1.7% | -1.7% |
| 30D | +10.5% | -2.6% | +13.1% | +12.1% |
| 3M | +11.6% | -3.2% | +14.8% | +13.6% |
| 6M | +3.3% | +0.9% | +2.4% | +1.9% |
| YTD | -22.7% | +11.3% | -34.0% | -29.0% |
| 1Y | -20.4% | +14.0% | -34.4% | -28.2% |
| 3Y | -8.4% | +75.8% | -84.2% | -41.1% |
| 5Y | -17.1% | +57.8% | -74.9% | -42.6% |
| All | -17.1% | +57.4% | -74.4% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling