+52.7%
EFA vs MGY
+88.8%
-36.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.5% | +3.5% | -5.1% | -2.0% |
| 30D | -1.7% | +5.3% | -6.9% | -2.4% |
| 3M | +3.5% | +2.6% | +0.8% | +2.9% |
| 6M | +9.5% | -3.3% | +12.8% | +9.2% |
| YTD | +12.9% | +29.2% | -16.4% | +7.0% |
| 1Y | +18.2% | +18.0% | +0.2% | +13.6% |
| 3Y | +64.8% | +30.0% | +34.8% | +53.1% |
| All | +52.7% | +88.8% | -36.1% | +32.6% |
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