+11.8%
MGY vs AJG
-12.9%
+24.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | +2.1% | -1.8% | +3.9% | +2.1% |
| 30D | +13.8% | +4.6% | +9.2% | +13.7% |
| 3M | -4.3% | +24.9% | -29.2% | -4.6% |
| 6M | -5.1% | +17.2% | -22.3% | -5.3% |
| YTD | +24.8% | +2.2% | +22.6% | +24.6% |
| 1Y | +11.8% | -11.5% | +23.3% | +12.0% |
| All | +11.8% | -12.9% | +24.7% | +12.0% |
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