+53.4%
VT vs MGY
+26.0%
+27.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -2.3% | -10.7% | +8.4% | -0.6% |
| 30D | -5.0% | -2.7% | -2.2% | -4.7% |
| 3M | -4.9% | -3.7% | -1.2% | -4.7% |
| 6M | -1.5% | -16.3% | +14.8% | +0.7% |
| YTD | +8.5% | +10.2% | -1.7% | +4.3% |
| 1Y | +11.4% | +13.5% | -2.1% | +6.3% |
| 3Y | +70.1% | +14.6% | +55.4% | +59.3% |
| All | +53.4% | +26.0% | +27.4% | +38.6% |
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