+15.0%
EEM vs MGY
+8.9%
+6.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | 0.0% |
| 7D | -3.0% | -12.1% | +9.1% | -4.9% |
| 30D | -10.3% | -2.6% | -7.7% | -10.6% |
| 3M | -6.6% | -4.2% | -2.4% | -6.5% |
| 6M | -3.4% | -23.9% | +20.5% | -6.7% |
| YTD | +13.2% | +8.8% | +4.4% | +5.2% |
| 1Y | +15.0% | +9.5% | +5.5% | +6.8% |
| All | +15.0% | +8.9% | +6.1% | +6.8% |
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 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