+64.8%
EFA vs MGY
+25.2%
+39.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.5% | +3.5% | -5.1% | -1.9% |
| 30D | -1.7% | +5.3% | -6.9% | -2.2% |
| 3M | +3.5% | +2.6% | +0.8% | +3.1% |
| 6M | +9.5% | -3.3% | +12.8% | +9.2% |
| YTD | +12.9% | +29.2% | -16.4% | +6.6% |
| 1Y | +18.2% | +18.0% | +0.2% | +13.3% |
| 3Y | +64.8% | +30.0% | +34.8% | +50.2% |
| All | +64.8% | +25.2% | +39.7% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling