+573.7%
MGA vs VT
+363.9%
+209.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.3% |
| 7D | +2.6% | -0.3% | +2.9% | +2.9% |
| 30D | +1.1% | -1.4% | +2.5% | +2.8% |
| 3M | -5.6% | -1.4% | -4.2% | -4.0% |
| 6M | +11.9% | +5.5% | +6.4% | +5.6% |
| YTD | +26.0% | +12.8% | +13.1% | +10.4% |
| 1Y | +37.2% | +15.4% | +21.8% | +17.2% |
| 3Y | +36.9% | +76.9% | -40.0% | -27.7% |
| 5Y | -7.5% | +60.4% | -67.9% | -43.7% |
| 10Y | +127.7% | +232.8% | -105.1% | -31.9% |
| All | +573.7% | +363.9% | +209.8% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling