-10.7%
MGRB vs VT
+125.3%
-136.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.0% | +0.4% | +0.5% | +0.8% |
| 30D | -2.5% | +1.0% | -3.5% | -2.9% |
| 3M | -2.2% | +2.4% | -4.6% | -3.2% |
| 6M | -4.2% | +12.0% | -16.2% | -8.4% |
| YTD | -0.7% | +15.3% | -16.0% | -6.2% |
| 1Y | -4.9% | +22.6% | -27.5% | -12.4% |
| 3Y | +13.2% | +74.7% | -61.4% | -10.5% |
| 5Y | -16.4% | +66.1% | -82.6% | -34.6% |
| All | -10.7% | +125.3% | -136.0% | -33.2% |
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