+172.9%
VRTX vs MGY
+85.2%
+87.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -7.8% | +1.8% | -9.6% | -7.9% |
| 30D | -2.8% | +6.5% | -9.3% | -3.2% |
| 3M | +18.1% | +0.3% | +17.8% | +18.0% |
| 6M | +3.1% | -2.4% | +5.5% | +2.9% |
| YTD | +13.5% | +29.0% | -15.5% | +10.8% |
| 1Y | +32.4% | +17.0% | +15.4% | +30.2% |
| 3Y | +50.0% | +26.2% | +23.8% | +45.0% |
| 5Y | +172.9% | +92.3% | +80.5% | +161.3% |
| All | +172.9% | +85.2% | +87.7% | +161.3% |
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