+18.9%
MGR vs VT
+140.7%
-121.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | +1.0% |
| 7D | +0.1% | -4.2% | +4.3% | +2.7% |
| 30D | -1.4% | -5.8% | +4.4% | +2.2% |
| 3M | -5.9% | -5.2% | -0.7% | -2.9% |
| 6M | -6.2% | +0.1% | -6.3% | -6.7% |
| YTD | -6.5% | +8.2% | -14.8% | -11.8% |
| 1Y | -7.8% | +10.1% | -17.9% | -14.0% |
| 3Y | +5.1% | +69.7% | -64.6% | -27.9% |
| 5Y | -6.5% | +53.4% | -59.8% | -31.2% |
| All | +18.9% | +140.7% | -121.8% | -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