+14.3%
AGG vs MGY
+210.4%
-196.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.1% | +3.5% | -4.6% | -1.0% |
| 30D | -1.1% | +5.3% | -6.4% | -1.1% |
| 3M | -1.9% | +2.6% | -4.6% | -1.9% |
| 6M | -1.7% | -3.3% | +1.6% | -1.7% |
| YTD | -1.3% | +29.2% | -30.5% | -1.3% |
| 1Y | -0.7% | +18.0% | -18.8% | -0.8% |
| 3Y | +12.5% | +30.0% | -17.5% | +12.4% |
| 5Y | -2.5% | +92.7% | -95.2% | -2.7% |
| All | +14.3% | +210.4% | -196.1% | +10.8% |
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