+315.7%
VRTX vs MGY
+206.7%
+109.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.5% | -3.4% |
| 7D | -3.4% | -0.9% | -2.5% | -3.4% |
| 30D | +6.6% | +10.1% | -3.5% | +5.7% |
| 3M | +19.4% | -1.5% | +20.9% | +19.4% |
| 6M | +15.8% | -4.9% | +20.7% | +15.9% |
| YTD | +16.7% | +27.7% | -11.0% | +13.4% |
| 1Y | +33.8% | +20.1% | +13.8% | +30.7% |
| 3Y | +54.2% | +24.9% | +29.3% | +48.4% |
| 5Y | +176.4% | +91.6% | +84.8% | +149.5% |
| All | +315.7% | +206.7% | +109.0% | +259.3% |
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 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