+210.8%
MGY vs VT
+183.8%
+27.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +2.1% |
| 7D | +1.5% | -0.1% | +1.6% | +1.6% |
| 30D | +6.8% | -0.7% | +7.5% | +7.5% |
| 3M | +2.6% | +4.0% | -1.4% | -3.2% |
| 6M | -3.1% | +12.3% | -15.4% | -18.4% |
| YTD | +29.4% | +14.0% | +15.4% | +6.5% |
| 1Y | +22.3% | +20.3% | +2.0% | -6.2% |
| 3Y | +26.6% | +75.4% | -48.9% | -40.4% |
| 5Y | +92.1% | +66.0% | +26.2% | -2.0% |
| All | +210.8% | +183.8% | +27.1% | -2.5% |
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