+19.1%
MGR vs VT
+141.3%
-122.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | -0.5% | -2.3% | +1.8% | +0.9% |
| 30D | -0.7% | -5.0% | +4.3% | +2.3% |
| 3M | -5.5% | -4.9% | -0.6% | -2.7% |
| 6M | -6.1% | -1.5% | -4.5% | -5.6% |
| YTD | -6.4% | +8.5% | -14.9% | -11.8% |
| 1Y | -7.9% | +11.4% | -19.3% | -14.7% |
| 3Y | +5.1% | +70.1% | -64.9% | -28.0% |
| 5Y | -6.3% | +53.7% | -60.0% | -31.2% |
| All | +19.1% | +141.3% | -122.1% | -48.3% |
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