+30.0%
MGY vs EFV
+90.2%
-60.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | +3.5% | -0.8% | +4.4% | +4.0% |
| 30D | +5.3% | +0.6% | +4.6% | +4.8% |
| 3M | +2.6% | +7.5% | -4.9% | -2.2% |
| 6M | -3.3% | +13.0% | -16.3% | -12.3% |
| YTD | +29.2% | +18.3% | +10.9% | +11.2% |
| 1Y | +18.0% | +26.7% | -8.7% | -5.3% |
| 3Y | +30.0% | +89.6% | -59.6% | -32.9% |
| All | +30.0% | +90.2% | -60.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling