+393.9%
MA vs MGY
+210.4%
+183.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.7% | +3.5% | -5.3% | -2.4% |
| 30D | +1.7% | +5.3% | -3.6% | +0.5% |
| 3M | +17.2% | +2.6% | +14.5% | +15.9% |
| 6M | +13.3% | -3.3% | +16.6% | +13.1% |
| YTD | +0.2% | +29.2% | -29.0% | -6.4% |
| 1Y | -2.7% | +18.0% | -20.7% | -7.6% |
| 3Y | +39.1% | +30.0% | +9.0% | +26.5% |
| 5Y | +68.8% | +92.7% | -23.9% | +34.0% |
| All | +393.9% | +210.4% | +183.5% | +207.3% |
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