+15.7%
MGY vs VLTO
+70.5%
-54.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -6.1% | +1.6% | -7.7% | -6.5% |
| 30D | -3.9% | +22.0% | -25.9% | -8.8% |
| 3M | -11.0% | +21.9% | -32.9% | -15.6% |
| 6M | -15.6% | +36.5% | -52.1% | -23.0% |
| YTD | +7.8% | +19.0% | -11.2% | +2.9% |
| 1Y | +5.8% | +21.0% | -15.1% | 0.0% |
| All | +15.7% | +70.5% | -54.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling