+209.8%
MGY vs ACGL
+220.9%
-11.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.8% | -3.6% | +5.4% | +3.7% |
| 30D | +6.5% | -2.1% | +8.6% | +7.5% |
| 3M | +0.3% | +5.4% | -5.0% | -3.1% |
| 6M | -2.4% | 0.0% | -2.4% | -3.7% |
| YTD | +29.0% | +0.3% | +28.7% | +26.5% |
| 1Y | +17.0% | +6.2% | +10.9% | +10.8% |
| 3Y | +26.2% | +30.9% | -4.8% | +1.3% |
| 5Y | +92.3% | +159.8% | -67.5% | -3.8% |
| All | +209.8% | +220.9% | -11.1% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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