+30.0%
MGY vs ALM
+1,801.8%
-1,771.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.2% |
| 7D | +3.5% | -11.8% | +15.4% | +3.6% |
| 30D | +5.3% | +7.8% | -2.5% | +5.2% |
| 3M | +2.6% | -9.3% | +11.9% | +2.8% |
| 6M | -3.3% | -30.5% | +27.2% | -2.7% |
| YTD | +29.2% | +75.8% | -46.6% | +27.0% |
| 1Y | +18.0% | +241.2% | -223.2% | +14.3% |
| 3Y | +30.0% | +1,872.6% | -1,842.6% | +16.1% |
| All | +30.0% | +1,801.8% | -1,771.8% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling