+1.5%
MGRE vs VT
+52.3%
-50.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.5% | +1.0% | -0.5% | +0.3% |
| 30D | -2.9% | -0.2% | -2.7% | -2.8% |
| 3M | -3.6% | +4.5% | -8.2% | -4.6% |
| 6M | -4.9% | +14.1% | -18.9% | -7.7% |
| YTD | -5.3% | +14.8% | -20.1% | -8.3% |
| 1Y | -5.0% | +21.2% | -26.2% | -9.1% |
| All | +1.5% | +52.3% | -50.8% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling