+305.1%
VRTX vs MGY
+210.4%
+94.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.6% | +3.5% | -9.2% | -5.9% |
| 30D | -2.0% | +5.3% | -7.2% | -2.4% |
| 3M | +15.8% | +2.6% | +13.2% | +15.4% |
| 6M | +4.7% | -3.3% | +8.0% | +4.6% |
| YTD | +13.7% | +29.2% | -15.5% | +10.4% |
| 1Y | +29.7% | +18.0% | +11.7% | +26.9% |
| 3Y | +48.4% | +30.0% | +18.4% | +42.3% |
| 5Y | +173.3% | +92.7% | +80.7% | +146.7% |
| All | +305.1% | +210.4% | +94.7% | +249.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling