+641.5%
VGT vs MGY
+210.4%
+431.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.2% | +3.5% | -3.7% | -0.8% |
| 30D | -0.4% | +5.3% | -5.7% | -1.5% |
| 3M | +4.4% | +2.6% | +1.8% | +3.5% |
| 6M | +32.1% | -3.3% | +35.3% | +31.6% |
| YTD | +28.8% | +29.2% | -0.4% | +21.0% |
| 1Y | +35.3% | +18.0% | +17.3% | +29.2% |
| 3Y | +124.8% | +30.0% | +94.7% | +107.9% |
| 5Y | +137.9% | +92.7% | +45.2% | +99.6% |
| All | +641.5% | +210.4% | +431.1% | +454.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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