-10.7%
MGA vs VT
+53.2%
-63.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | +1.3% |
| 7D | -2.9% | -4.2% | +1.3% | +3.0% |
| 30D | -4.3% | -5.8% | +1.5% | +3.8% |
| 3M | -11.8% | -5.2% | -6.6% | -5.0% |
| 6M | +6.2% | +0.1% | +6.0% | +6.2% |
| YTD | +20.5% | +8.2% | +12.3% | +8.3% |
| 1Y | +28.7% | +10.1% | +18.5% | +12.7% |
| 3Y | +31.0% | +69.7% | -38.7% | -39.4% |
| 5Y | -10.7% | +53.4% | -64.1% | -50.6% |
| All | -10.7% | +53.2% | -63.9% | -50.6% |
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 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