+61.1%
IYR vs MGY
+209.8%
-148.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.8% | +1.8% | -4.6% | -3.1% |
| 30D | -2.5% | +6.5% | -9.0% | -3.6% |
| 3M | -3.0% | +0.3% | -3.3% | -3.3% |
| 6M | +1.6% | -2.4% | +4.0% | +1.3% |
| YTD | +7.3% | +29.0% | -21.7% | +1.8% |
| 1Y | +5.6% | +17.0% | -11.4% | +1.7% |
| 3Y | +28.1% | +26.2% | +2.0% | +19.9% |
| 5Y | +6.1% | +92.3% | -86.2% | -10.5% |
| All | +61.1% | +209.8% | -148.7% | +4.1% |
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