+40.7%
MGY vs VLTO
+25.1%
+15.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.6% |
| 7D | +1.5% | -2.6% | +4.1% | +2.1% |
| 30D | +6.8% | -2.5% | +9.3% | +7.4% |
| 3M | +2.6% | +10.1% | -7.5% | -0.5% |
| 6M | -3.1% | +1.0% | -4.1% | -3.7% |
| YTD | +29.4% | -4.8% | +34.2% | +30.7% |
| 1Y | +22.3% | -9.3% | +31.6% | +25.7% |
| All | +40.7% | +25.1% | +15.6% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling