-20.4%
MG vs VT
+224.5%
-244.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.4% | +0.4% | +3.0% | +2.8% |
| 30D | +20.9% | +1.0% | +19.9% | +19.4% |
| 3M | +3.5% | +2.4% | +1.1% | +0.2% |
| 6M | +21.9% | +12.0% | +9.9% | +5.5% |
| YTD | +51.1% | +15.3% | +35.8% | +26.0% |
| 1Y | +95.3% | +22.6% | +72.7% | +51.5% |
| 3Y | +255.4% | +74.7% | +180.7% | +76.7% |
| 5Y | +95.7% | +66.1% | +29.6% | +3.0% |
| All | -20.4% | +224.5% | -244.9% | -79.9% |
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