+916.4%
VRT vs MGY
+85.2%
+831.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | -7.7% | +1.8% | -9.5% | -8.3% |
| 30D | -12.0% | +6.5% | -18.4% | -13.8% |
| 3M | -11.7% | +0.3% | -12.0% | -12.6% |
| 6M | -8.1% | -2.4% | -5.7% | -9.3% |
| YTD | +53.2% | +29.0% | +24.2% | +35.5% |
| 1Y | +81.7% | +17.0% | +64.6% | +65.9% |
| 3Y | +535.3% | +26.2% | +509.1% | +463.1% |
| 5Y | +916.4% | +92.3% | +824.0% | +751.2% |
| All | +916.4% | +85.2% | +831.2% | +751.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling