-88.7%
MGX vs VT
+60.0%
-148.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | -0.9% | +1.0% | -1.9% | -2.0% |
| 30D | -5.7% | -0.2% | -5.5% | -5.4% |
| 3M | -10.1% | +4.5% | -14.6% | -15.5% |
| 6M | -21.6% | +14.1% | -35.7% | -34.0% |
| YTD | -28.4% | +14.8% | -43.2% | -39.8% |
| 1Y | -37.6% | +21.2% | -58.8% | -50.3% |
| All | -88.7% | +60.0% | -148.7% | -93.5% |
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