+5.5%
MTGP vs VT
+127.3%
-121.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +2.2% | -1.7% | +3.9% | +2.2% |
| 3M | -0.6% | -2.3% | +1.7% | -0.6% |
| 6M | -1.0% | +1.5% | -2.5% | -1.0% |
| YTD | -0.5% | +12.0% | -12.5% | -0.7% |
| 1Y | -0.1% | +12.9% | -13.0% | -0.3% |
| 3Y | +16.6% | +74.9% | -58.4% | +15.9% |
| 5Y | +1.0% | +59.9% | -58.9% | +0.2% |
| All | +5.5% | +127.3% | -121.8% | +4.9% |
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