+210.4%
MGY vs EAT
+517.7%
-307.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +3.5% | -7.7% | +11.2% | +5.7% |
| 30D | +5.3% | -13.6% | +18.9% | +9.2% |
| 3M | +2.6% | +33.9% | -31.2% | -6.0% |
| 6M | -3.3% | +47.2% | -50.5% | -15.4% |
| YTD | +29.2% | +48.1% | -18.8% | +12.1% |
| 1Y | +18.0% | +33.7% | -15.7% | +4.2% |
| 3Y | +30.0% | +595.8% | -565.8% | -35.1% |
| 5Y | +92.7% | +314.4% | -221.7% | +5.3% |
| All | +210.4% | +517.7% | -307.3% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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