+115.2%
IEFA vs MGY
+210.4%
-95.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | +3.5% | -5.1% | -2.1% |
| 30D | -1.5% | +5.3% | -6.8% | -2.4% |
| 3M | +3.4% | +2.6% | +0.8% | +2.6% |
| 6M | +9.5% | -3.3% | +12.8% | +9.2% |
| YTD | +13.0% | +29.2% | -16.2% | +7.0% |
| 1Y | +18.0% | +18.0% | 0.0% | +13.3% |
| 3Y | +65.4% | +30.0% | +35.3% | +53.6% |
| 5Y | +51.6% | +92.7% | -41.1% | +27.5% |
| All | +115.2% | +210.4% | -95.2% | +52.4% |
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