+210.4%
MGY vs A
+165.1%
+45.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.8% |
| 7D | +3.5% | -2.6% | +6.1% | +4.5% |
| 30D | +5.3% | -0.9% | +6.2% | +5.5% |
| 3M | +2.6% | +13.6% | -11.0% | -2.6% |
| 6M | -3.3% | +27.8% | -31.1% | -13.7% |
| YTD | +29.2% | +8.6% | +20.6% | +22.7% |
| 1Y | +18.0% | +16.9% | +1.2% | +8.0% |
| 3Y | +30.0% | +32.9% | -2.9% | +8.1% |
| 5Y | +92.7% | -14.1% | +106.8% | +92.6% |
| All | +210.4% | +165.1% | +45.3% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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