-1.9%
MGRE vs VT
+47.0%
-48.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.6% | -0.1% | +0.8% | +0.6% |
| 30D | 0.0% | -3.1% | +3.1% | +0.7% |
| 3M | -5.8% | -3.5% | -2.3% | -5.1% |
| 6M | -9.5% | +0.5% | -10.0% | -9.7% |
| YTD | -8.5% | +10.8% | -19.3% | -10.7% |
| 1Y | -8.2% | +11.9% | -20.1% | -10.6% |
| All | -1.9% | +47.0% | -48.9% | -9.6% |
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