+92.1%
MGY vs ALLY
-1.1%
+93.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | +1.5% | -1.9% | +3.4% | +2.1% |
| 30D | +6.8% | -4.5% | +11.3% | +8.3% |
| 3M | +2.6% | -2.8% | +5.4% | +2.8% |
| 6M | -3.1% | +10.3% | -13.4% | -8.3% |
| YTD | +29.4% | -5.7% | +35.1% | +29.4% |
| 1Y | +22.3% | +3.9% | +18.4% | +17.2% |
| 3Y | +26.6% | +64.7% | -38.1% | +0.4% |
| 5Y | +92.1% | -2.6% | +94.7% | +73.9% |
| All | +92.1% | -1.1% | +93.2% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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