+164.3%
EWY vs MGY
+15.5%
+148.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.3% |
| 7D | +4.8% | +2.1% | +2.7% | +5.2% |
| 30D | +11.7% | +13.8% | -2.1% | +14.7% |
| 3M | -7.4% | -4.3% | -3.1% | -7.0% |
| 6M | +40.6% | -5.1% | +45.6% | +36.9% |
| YTD | +94.3% | +24.8% | +69.5% | +77.2% |
| 1Y | +164.3% | +11.8% | +152.5% | +143.6% |
| All | +164.3% | +15.5% | +148.8% | +143.6% |
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