+89.0%
MGY vs AJG
+74.4%
+14.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +3.5% | -8.3% | +11.8% | +5.5% |
| 30D | +5.3% | -5.7% | +10.9% | +6.4% |
| 3M | +2.6% | +9.1% | -6.4% | -0.2% |
| 6M | -3.3% | +15.2% | -18.5% | -7.7% |
| YTD | +29.2% | -6.3% | +35.5% | +30.4% |
| 1Y | +18.0% | -19.1% | +37.1% | +24.6% |
| 3Y | +30.0% | +8.2% | +21.8% | +18.9% |
| All | +89.0% | +74.4% | +14.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling