+9.5%
MGY vs AIG
+6.0%
+3.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -5.2% |
| 7D | -12.1% | +2.3% | -14.4% | -12.1% |
| 30D | -2.6% | +8.8% | -11.4% | -2.6% |
| 3M | -4.2% | +3.7% | -7.9% | -4.2% |
| 6M | -23.9% | +6.8% | -30.7% | -24.0% |
| YTD | +8.8% | -2.6% | +11.5% | +10.8% |
| 1Y | +9.5% | +3.7% | +5.7% | +10.7% |
| All | +9.5% | +6.0% | +3.5% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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