-73.6%
MGPI vs VT
+66.2%
-139.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.7% | +0.4% | -3.1% | -3.0% |
| 30D | -6.7% | +1.0% | -7.6% | -7.3% |
| 3M | +1.5% | +2.4% | -0.9% | -0.5% |
| 6M | -10.5% | +12.0% | -22.5% | -17.8% |
| YTD | -31.2% | +15.3% | -46.5% | -38.2% |
| 1Y | -41.4% | +22.6% | -64.0% | -49.8% |
| 3Y | -85.6% | +74.7% | -160.3% | -90.7% |
| All | -73.6% | +66.2% | -139.8% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling