+9.5%
MGY vs VCLT
-3.2%
+12.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.3% | -4.0% |
| 7D | -12.1% | +0.4% | -12.5% | -11.6% |
| 30D | -2.6% | +3.9% | -6.6% | +2.3% |
| 3M | -4.2% | -1.9% | -2.3% | -6.5% |
| 6M | -23.9% | -2.6% | -21.3% | -25.9% |
| YTD | +8.8% | -3.1% | +11.9% | +5.1% |
| 1Y | +9.5% | -3.6% | +13.0% | +6.1% |
| All | +9.5% | -3.2% | +12.7% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling