+6.4%
MTGP vs VT
+120.0%
-113.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.8% | -2.3% | +3.1% | +0.8% |
| 30D | +3.4% | -5.0% | +8.4% | +3.5% |
| 3M | +0.1% | -4.9% | +5.0% | +0.2% |
| 6M | -0.3% | -1.5% | +1.3% | -0.3% |
| YTD | +0.4% | +8.5% | -8.1% | +0.3% |
| 1Y | +1.0% | +11.4% | -10.4% | +0.9% |
| 3Y | +18.0% | +70.1% | -52.1% | +17.4% |
| 5Y | +1.4% | +53.7% | -52.3% | +0.7% |
| All | +6.4% | +120.0% | -113.6% | +5.9% |
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