+339.8%
MGC vs VT
+224.4%
+115.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.2% |
| 7D | -1.0% | -0.7% | -0.3% | -0.3% |
| 30D | -3.3% | -1.7% | -1.6% | -1.5% |
| 3M | -1.2% | -2.3% | +1.1% | +1.2% |
| 6M | +2.9% | +1.5% | +1.4% | +1.3% |
| YTD | +11.6% | +12.0% | -0.5% | -1.0% |
| 1Y | +11.6% | +12.9% | -1.2% | -1.7% |
| 3Y | +82.3% | +74.9% | +7.4% | +2.4% |
| 5Y | +80.1% | +59.9% | +20.2% | +11.1% |
| 10Y | +339.8% | +224.6% | +115.2% | +38.0% |
| All | +339.8% | +224.4% | +115.4% | +38.0% |
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