+110.4%
MGA vs VT
+215.5%
-105.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.8% |
| 7D | -3.1% | -2.3% | -0.8% | +0.1% |
| 30D | -4.9% | -5.0% | +0.1% | +1.9% |
| 3M | -8.1% | -4.9% | -3.3% | -1.6% |
| 6M | +0.1% | -1.5% | +1.7% | +2.4% |
| YTD | +18.7% | +8.5% | +10.2% | +6.4% |
| 1Y | +27.5% | +11.4% | +16.1% | +10.2% |
| 3Y | +29.6% | +70.1% | -40.5% | -38.2% |
| 5Y | -12.0% | +53.7% | -65.8% | -50.3% |
| All | +110.4% | +215.5% | -105.1% | -54.6% |
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