-6.6%
MG vs VT
+223.7%
-230.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -3.1% |
| 7D | +0.1% | +0.4% | -0.2% | -0.6% |
| 30D | -2.8% | -2.6% | -0.2% | -0.2% |
| 3M | +25.5% | -3.2% | +28.7% | +29.9% |
| 6M | +14.4% | +0.9% | +13.5% | +12.2% |
| YTD | +59.5% | +11.3% | +48.2% | +38.2% |
| 1Y | +67.9% | +14.0% | +53.9% | +41.5% |
| 3Y | +242.6% | +75.8% | +166.8% | +67.9% |
| 5Y | +120.8% | +57.8% | +63.0% | +23.7% |
| 10Y | -6.6% | +219.8% | -226.4% | -75.2% |
| All | -6.6% | +223.7% | -230.3% | -75.2% |
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