+18.0%
MGR vs VT
+146.4%
-128.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -1.0% | -0.1% | -0.8% | -0.9% |
| 30D | -2.1% | -3.1% | +1.0% | -0.3% |
| 3M | -6.1% | -3.5% | -2.6% | -4.2% |
| 6M | -7.6% | +0.5% | -8.0% | -8.2% |
| YTD | -7.3% | +10.8% | -18.1% | -13.7% |
| 1Y | -9.4% | +11.9% | -21.3% | -16.3% |
| 3Y | +7.4% | +73.0% | -65.6% | -27.2% |
| 5Y | -5.6% | +58.6% | -64.2% | -32.2% |
| All | +18.0% | +146.4% | -128.4% | -49.5% |
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