+214.4%
MFG vs VT
+222.7%
-8.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | +7.8% | +2.9% | +4.9% | +5.3% |
| 30D | -4.5% | -2.5% | -2.0% | -2.4% |
| 3M | -6.4% | -3.3% | -3.1% | -3.5% |
| 6M | +14.4% | +1.5% | +12.8% | +13.3% |
| YTD | +38.3% | +11.4% | +26.9% | +27.5% |
| 1Y | +48.8% | +11.9% | +36.9% | +36.9% |
| 3Y | +228.9% | +73.9% | +155.0% | +120.0% |
| 5Y | +294.2% | +57.9% | +236.3% | +180.5% |
| All | +214.4% | +222.7% | -8.3% | +28.9% |
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