+40.5%
EEM vs MGY
+15.5%
+25.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.7% |
| 7D | +2.3% | +2.1% | +0.2% | +2.6% |
| 30D | +4.5% | +13.8% | -9.3% | +6.2% |
| 3M | -0.1% | -4.3% | +4.2% | 0.0% |
| 6M | +16.9% | -5.1% | +22.0% | +15.0% |
| YTD | +26.2% | +24.8% | +1.4% | +19.0% |
| 1Y | +40.5% | +11.8% | +28.7% | +33.6% |
| All | +40.5% | +15.5% | +25.0% | +33.6% |
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 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