+89.0%
MGY vs ACI
-39.5%
+128.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.3% |
| 7D | +3.5% | -3.7% | +7.3% | +4.0% |
| 30D | +5.3% | +0.6% | +4.7% | +5.1% |
| 3M | +2.6% | -20.3% | +23.0% | +5.4% |
| 6M | -3.3% | -24.7% | +21.4% | +0.2% |
| YTD | +29.2% | -27.2% | +56.4% | +34.4% |
| 1Y | +18.0% | -32.7% | +50.8% | +24.1% |
| 3Y | +30.0% | -43.9% | +73.9% | +40.2% |
| All | +89.0% | -39.5% | +128.5% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling