+153.6%
MGY vs VT
+177.0%
-23.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -7.2% |
| 7D | -9.5% | +0.4% | -9.9% | -10.4% |
| 30D | -5.9% | -2.6% | -3.3% | -3.7% |
| 3M | -9.0% | -3.2% | -5.7% | -6.5% |
| 6M | -17.4% | +0.9% | -18.3% | -20.3% |
| YTD | +5.6% | +11.3% | -5.7% | -11.5% |
| 1Y | +6.0% | +14.0% | -8.0% | -14.0% |
| 3Y | +15.6% | +75.8% | -60.2% | -46.2% |
| 5Y | +20.2% | +57.8% | -37.6% | -35.3% |
| All | +153.6% | +177.0% | -23.4% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling