-9.8%
MGTX vs VT
+152.4%
-162.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.9% |
| 7D | -4.7% | +1.0% | -5.7% | -6.0% |
| 30D | +3.5% | -0.2% | +3.8% | +3.7% |
| 3M | +48.8% | +4.5% | +44.3% | +39.9% |
| 6M | +93.3% | +14.1% | +79.2% | +62.4% |
| YTD | +70.2% | +14.8% | +55.4% | +41.9% |
| 1Y | +81.1% | +21.2% | +59.9% | +41.0% |
| 3Y | +144.7% | +76.6% | +68.1% | +17.6% |
| 5Y | +15.3% | +66.6% | -51.2% | -39.1% |
| All | -9.8% | +152.4% | -162.2% | -72.9% |
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 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