-15.5%
MGRB vs VT
+66.2%
-81.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.1% | +1.0% | +1.1% | +1.7% |
| 30D | -2.0% | -0.2% | -1.8% | -2.0% |
| 3M | -1.0% | +4.5% | -5.5% | -2.8% |
| 6M | -2.8% | +14.1% | -16.8% | -8.1% |
| YTD | -0.7% | +14.8% | -15.4% | -6.4% |
| 1Y | -6.2% | +21.2% | -27.4% | -13.7% |
| 3Y | +17.0% | +76.6% | -59.5% | -10.2% |
| 5Y | -15.5% | +66.6% | -82.1% | -35.0% |
| All | -15.5% | +66.2% | -81.7% | -35.0% |
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