+20.3%
VT vs MGY
+21.0%
-0.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.5% |
| 7D | -0.1% | +1.5% | -1.6% | 0.0% |
| 30D | -0.7% | +6.8% | -7.5% | -0.2% |
| 3M | +4.0% | +2.6% | +1.4% | +4.5% |
| 6M | +12.3% | -3.1% | +15.4% | +11.5% |
| YTD | +14.0% | +29.4% | -15.4% | +9.7% |
| 1Y | +20.3% | +22.3% | -2.0% | +16.7% |
| All | +20.3% | +21.0% | -0.7% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling