+210.4%
MGY vs VTRS
-47.3%
+257.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +3.5% | -2.2% | +5.7% | +4.2% |
| 30D | +5.3% | +3.3% | +2.0% | +4.2% |
| 3M | +2.6% | +2.0% | +0.7% | +1.4% |
| 6M | -3.3% | +19.9% | -23.2% | -10.1% |
| YTD | +29.2% | +35.7% | -6.5% | +14.9% |
| 1Y | +18.0% | +68.1% | -50.1% | -2.6% |
| 3Y | +30.0% | +87.1% | -57.1% | -0.3% |
| 5Y | +92.7% | +47.6% | +45.0% | +54.1% |
| All | +210.4% | -47.3% | +257.7% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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