+59.8%
MGF vs VT
+345.0%
-285.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.8% |
| 7D | +2.7% | -4.2% | +6.9% | +3.2% |
| 30D | +3.7% | -5.8% | +9.5% | +4.5% |
| 3M | -0.3% | -5.2% | +4.9% | +0.3% |
| 6M | +0.6% | +0.1% | +0.5% | +0.6% |
| YTD | -2.6% | +8.2% | -10.8% | -3.6% |
| 1Y | -2.0% | +10.1% | -12.1% | -3.2% |
| 3Y | +12.4% | +69.7% | -57.2% | +5.0% |
| 5Y | -5.2% | +53.4% | -58.6% | -10.7% |
| 10Y | +14.2% | +219.2% | -205.0% | -3.1% |
| All | +59.8% | +345.0% | -285.2% | +21.9% |
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 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