+210.4%
MGY vs AZO
+403.4%
-193.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +3.5% | -3.6% | +7.1% | +4.5% |
| 30D | +5.3% | -5.6% | +10.8% | +6.8% |
| 3M | +2.6% | -6.6% | +9.3% | +4.0% |
| 6M | -3.3% | -22.5% | +19.2% | +2.9% |
| YTD | +29.2% | -15.2% | +44.4% | +33.4% |
| 1Y | +18.0% | -33.9% | +52.0% | +31.2% |
| 3Y | +30.0% | +11.8% | +18.2% | +19.2% |
| 5Y | +92.7% | +85.5% | +7.1% | +42.9% |
| All | +210.4% | +403.4% | -193.0% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 all: compounded portfolio wealth divided by compounded AZO 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…
all analysis · Full analysis span regression · 6 months rolling