-93.3%
MGX vs VT
+54.8%
-148.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.7% |
| 7D | -2.4% | +2.4% | -4.8% | -5.0% |
| 30D | -19.6% | -1.5% | -18.1% | -17.8% |
| 3M | -43.7% | -4.1% | -39.6% | -40.6% |
| 6M | -49.9% | +0.6% | -50.4% | -50.4% |
| YTD | -57.3% | +11.0% | -68.3% | -62.5% |
| 1Y | -59.3% | +13.3% | -72.6% | -65.0% |
| All | -93.3% | +54.8% | -148.1% | -95.9% |
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