-6.2%
MGRB vs VT
+21.4%
-27.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | -2.0% | -0.2% | -1.8% | -2.0% |
| 3M | -1.0% | +4.5% | -5.5% | -2.2% |
| 6M | -2.8% | +14.1% | -16.8% | -6.2% |
| YTD | -0.7% | +14.8% | -15.4% | -4.7% |
| 1Y | -6.2% | +21.2% | -27.4% | -12.9% |
| All | -6.2% | +21.4% | -27.6% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling