-3.5%
MG vs VT
+215.5%
-219.1%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.2% |
| 7D | -0.1% | -2.3% | +2.2% | +2.6% |
| 30D | -3.4% | -5.0% | +1.5% | +2.3% |
| 3M | +28.9% | -4.9% | +33.8% | +36.3% |
| 6M | +8.8% | -1.5% | +10.3% | +10.0% |
| YTD | +59.4% | +8.5% | +50.9% | +42.5% |
| 1Y | +73.3% | +11.4% | +62.0% | +50.4% |
| 3Y | +245.8% | +70.1% | +175.7% | +76.7% |
| 5Y | +113.3% | +53.7% | +59.6% | +23.5% |
| All | -3.5% | +215.5% | -219.1% | -73.5% |
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