+172.4%
MGY vs BURL
+175.0%
-2.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | -3.0% | -4.3% | +1.3% | -2.4% |
| 3M | -7.6% | -28.8% | +21.2% | -0.1% |
| 6M | -14.4% | -12.8% | -1.5% | -13.3% |
| YTD | +13.4% | -12.8% | +26.2% | +13.7% |
| 1Y | +9.2% | -12.3% | +21.4% | +8.6% |
| 3Y | +22.6% | +92.7% | -70.1% | -7.3% |
| 5Y | +33.6% | -6.5% | +40.2% | +21.5% |
| All | +172.4% | +175.0% | -2.6% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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