+12.6%
MGY vs AJG
+16.2%
-3.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -10.3% | +7.4% | -17.7% | -10.1% |
| 30D | -1.8% | +25.3% | -27.1% | -1.5% |
| 3M | -0.1% | +15.1% | -15.2% | 0.0% |
| 6M | -22.8% | +40.8% | -63.6% | -23.2% |
| YTD | +9.5% | +12.3% | -2.8% | +10.2% |
| 1Y | +12.6% | +17.5% | -4.9% | +13.1% |
| All | +12.6% | +16.2% | -3.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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