+222.9%
EWY vs MGY
+25.2%
+197.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | +3.5% | -3.6% | -0.4% |
| 30D | +7.3% | +5.3% | +2.0% | +6.8% |
| 3M | -5.1% | +2.6% | -7.8% | -5.3% |
| 6M | +42.1% | -3.3% | +45.3% | +41.3% |
| YTD | +94.1% | +29.2% | +64.9% | +81.1% |
| 1Y | +147.8% | +18.0% | +129.8% | +135.0% |
| 3Y | +222.9% | +30.0% | +192.9% | +191.0% |
| All | +222.9% | +25.2% | +197.8% | +191.0% |
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