+120.8%
MG vs VT
+57.0%
+63.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +0.2% | +2.4% | -2.2% | -2.1% |
| 30D | -2.4% | -1.5% | -0.9% | -1.3% |
| 3M | +10.1% | -4.1% | +14.3% | +14.3% |
| 6M | +17.6% | +0.6% | +17.0% | +16.3% |
| YTD | +59.7% | +11.0% | +48.6% | +42.8% |
| 1Y | +58.6% | +13.3% | +45.2% | +39.0% |
| 3Y | +220.6% | +73.4% | +147.2% | +90.2% |
| All | +120.8% | +57.0% | +63.7% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling