+210.4%
MGY vs ALM
+3,581.5%
-3,371.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.4% |
| 7D | +3.5% | -11.8% | +15.4% | +4.0% |
| 30D | +5.3% | +7.8% | -2.5% | +4.9% |
| 3M | +2.6% | -9.3% | +11.9% | +2.7% |
| 6M | -3.3% | -30.5% | +27.2% | -2.8% |
| YTD | +29.2% | +75.8% | -46.6% | +24.3% |
| 1Y | +18.0% | +241.2% | -223.2% | +9.6% |
| 3Y | +30.0% | +1,872.6% | -1,842.6% | +5.9% |
| 5Y | +92.7% | +849.6% | -756.9% | +61.3% |
| All | +210.4% | +3,581.5% | -3,371.1% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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