+269.9%
MTG vs VT
+224.4%
+45.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.4% |
| 7D | -4.3% | -0.7% | -3.6% | -3.9% |
| 30D | +3.1% | -1.7% | +4.9% | +4.7% |
| 3M | -8.2% | -2.3% | -5.9% | -6.2% |
| 6M | +7.4% | +1.5% | +5.9% | +3.8% |
| YTD | -3.0% | +12.0% | -15.0% | -17.7% |
| 1Y | -0.5% | +12.9% | -13.3% | -16.4% |
| 3Y | +67.3% | +74.9% | -7.6% | -21.5% |
| 5Y | +102.6% | +59.9% | +42.7% | +7.2% |
| 10Y | +269.9% | +224.6% | +45.3% | -18.9% |
| All | +269.9% | +224.4% | +45.6% | -18.9% |
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