+34.1%
MGY vs CRBG
+117.3%
-83.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.3% |
| 7D | +3.5% | +0.6% | +3.0% | +3.3% |
| 30D | +5.3% | +2.6% | +2.6% | +4.1% |
| 3M | +2.6% | +24.0% | -21.3% | -5.5% |
| 6M | -3.3% | +50.5% | -53.8% | -18.5% |
| YTD | +29.2% | +17.1% | +12.1% | +20.0% |
| 1Y | +18.0% | +5.9% | +12.2% | +14.0% |
| 3Y | +30.0% | +122.7% | -92.7% | -15.6% |
| All | +34.1% | +117.3% | -83.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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