+83.5%
EWZ vs MGY
+199.8%
-116.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +6.5% | +2.1% | +4.4% | +5.9% |
| 30D | +4.8% | +13.8% | -9.0% | +0.9% |
| 3M | +9.9% | -4.3% | +14.2% | +10.5% |
| 6M | +1.9% | -5.1% | +7.0% | +2.0% |
| YTD | +20.3% | +24.8% | -4.5% | +10.8% |
| 1Y | +35.6% | +11.8% | +23.8% | +28.5% |
| 3Y | +43.4% | +23.5% | +19.9% | +28.5% |
| 5Y | +55.9% | +87.5% | -31.5% | +16.3% |
| All | +83.5% | +199.8% | -116.3% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling