+73.9%
MGM vs VT
+222.7%
-148.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.9% |
| 7D | -1.9% | -0.1% | -1.7% | -1.7% |
| 30D | -6.2% | -0.7% | -5.6% | -5.2% |
| 3M | -13.8% | +4.0% | -17.8% | -20.0% |
| 6M | +14.1% | +12.3% | +1.8% | -8.2% |
| YTD | +11.4% | +14.0% | -2.6% | -12.7% |
| 1Y | +12.9% | +20.3% | -7.4% | -19.5% |
| 3Y | -7.0% | +75.4% | -82.5% | -65.2% |
| 5Y | -4.9% | +66.0% | -70.8% | -59.4% |
| 10Y | +73.9% | +228.2% | -154.3% | -71.1% |
| All | +73.9% | +222.7% | -148.8% | -71.1% |
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 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