+210.4%
MGY vs AIG
+47.5%
+162.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | +3.5% | -1.2% | +4.7% | +4.3% |
| 30D | +5.3% | -1.1% | +6.3% | +5.8% |
| 3M | +2.6% | +0.7% | +2.0% | +1.4% |
| 6M | -3.3% | -2.2% | -1.1% | -3.5% |
| YTD | +29.2% | -10.8% | +40.1% | +36.0% |
| 1Y | +18.0% | -2.0% | +20.1% | +16.1% |
| 3Y | +30.0% | +34.8% | -4.8% | +1.7% |
| 5Y | +92.7% | +55.0% | +37.6% | +33.5% |
| All | +210.4% | +47.5% | +162.9% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling