+4.7%
MTGP vs VT
+125.9%
-121.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.5% | +2.9% | -4.3% | -1.5% |
| 30D | +1.2% | -2.5% | +3.7% | +1.3% |
| 3M | -1.4% | -3.3% | +1.9% | -1.3% |
| 6M | -1.4% | +1.5% | -3.0% | -1.5% |
| YTD | -1.2% | +11.4% | -12.5% | -1.3% |
| 1Y | -0.7% | +11.9% | -12.6% | -0.9% |
| 3Y | +15.8% | +73.9% | -58.1% | +15.2% |
| 5Y | +0.3% | +57.9% | -57.6% | -0.5% |
| All | +4.7% | +125.9% | -121.1% | +4.2% |
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