+17.4%
MGY vs ACGL
+8.0%
+9.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.4% |
| 7D | +1.5% | -2.1% | +3.6% | +1.3% |
| 30D | +6.8% | -2.2% | +9.0% | +6.6% |
| 3M | +2.6% | +6.3% | -3.7% | +2.6% |
| 6M | -3.1% | +0.5% | -3.6% | -3.3% |
| YTD | +29.4% | +0.2% | +29.2% | +28.3% |
| All | +17.4% | +8.0% | +9.5% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling