-17.5%
LVS vs MGY
+210.4%
-227.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -3.5% | +3.5% | -7.0% | -4.5% |
| 30D | -6.2% | +5.3% | -11.5% | -7.9% |
| 3M | -14.8% | +2.6% | -17.5% | -16.2% |
| 6M | -20.9% | -3.3% | -17.6% | -21.4% |
| YTD | -33.0% | +29.2% | -62.3% | -39.8% |
| 1Y | -20.0% | +18.0% | -38.0% | -26.2% |
| 3Y | -6.9% | +30.0% | -36.9% | -18.9% |
| 5Y | +9.1% | +92.7% | -83.6% | -21.2% |
| All | -17.5% | +210.4% | -227.9% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling