+24.9%
MGY vs ACGL
+29.4%
-4.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.7% |
| 7D | -0.9% | -2.9% | +2.0% | -0.5% |
| 30D | +10.1% | -2.8% | +12.9% | +10.5% |
| 3M | -1.5% | +6.8% | -8.3% | -3.0% |
| 6M | -4.9% | -1.5% | -3.4% | -5.1% |
| YTD | +27.7% | -0.2% | +27.9% | +26.8% |
| 1Y | +20.1% | +5.3% | +14.8% | +17.6% |
| 3Y | +24.9% | +30.3% | -5.4% | +29.4% |
| All | +24.9% | +29.4% | -4.5% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling