+209.8%
MGY vs EFV
+126.3%
+83.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +1.8% | -2.0% | +3.8% | +4.2% |
| 30D | +6.5% | -0.2% | +6.7% | +6.6% |
| 3M | +0.3% | +9.1% | -8.8% | -10.5% |
| 6M | -2.4% | +11.7% | -14.1% | -17.3% |
| YTD | +29.0% | +17.0% | +11.9% | +2.3% |
| 1Y | +17.0% | +26.7% | -9.7% | -16.5% |
| 3Y | +26.2% | +90.2% | -64.0% | -48.2% |
| 5Y | +92.3% | +96.1% | -3.8% | -23.8% |
| All | +209.8% | +126.3% | +83.6% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling