+62.6%
MGF vs VT
+374.2%
-311.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.0% | +0.4% | -1.5% | -1.1% |
| 30D | +1.4% | +1.0% | +0.4% | +1.3% |
| 3M | +2.1% | +2.4% | -0.3% | +1.8% |
| 6M | +0.6% | +12.0% | -11.4% | -0.9% |
| YTD | -0.8% | +15.3% | -16.2% | -2.6% |
| 1Y | 0.0% | +22.6% | -22.6% | -2.5% |
| 3Y | +10.5% | +74.7% | -64.1% | +2.9% |
| 5Y | -5.2% | +66.1% | -71.4% | -11.6% |
| 10Y | +13.0% | +225.0% | -212.0% | -4.3% |
| All | +62.6% | +374.2% | -311.6% | +23.1% |
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