-6.3%
MG vs VT
+217.6%
-223.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.5% |
| 7D | 0.0% | -0.1% | +0.1% | -0.2% |
| 30D | -2.9% | -3.1% | +0.2% | +0.4% |
| 3M | +27.7% | -3.5% | +31.2% | +32.6% |
| 6M | +14.3% | +0.5% | +13.9% | +12.8% |
| YTD | +59.4% | +10.8% | +48.7% | +38.9% |
| 1Y | +54.3% | +11.9% | +42.4% | +32.9% |
| 3Y | +236.2% | +73.0% | +163.2% | +68.2% |
| 5Y | +123.1% | +58.6% | +64.5% | +24.0% |
| 10Y | -6.3% | +219.2% | -225.5% | -74.9% |
| All | -6.3% | +217.6% | -223.9% | -74.9% |
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