+20.1%
MGY vs BURL
-12.4%
+32.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +2.3% |
| 7D | -0.9% | -2.6% | +1.7% | -0.9% |
| 30D | +10.1% | -30.8% | +40.9% | +9.9% |
| 3M | -1.5% | -18.7% | +17.2% | -2.1% |
| 6M | -4.9% | -16.4% | +11.5% | -6.7% |
| YTD | +27.7% | -11.6% | +39.3% | +23.5% |
| 1Y | +20.1% | -12.0% | +32.1% | +16.1% |
| All | +20.1% | -12.4% | +32.4% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling