+210.4%
MGY vs EFX
+32.4%
+178.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +3.5% | -4.5% | +8.1% | +4.9% |
| 30D | +5.3% | -6.1% | +11.4% | +6.8% |
| 3M | +2.6% | +6.2% | -3.6% | -0.4% |
| 6M | -3.3% | -11.2% | +7.9% | -1.7% |
| YTD | +29.2% | -21.4% | +50.6% | +35.4% |
| 1Y | +18.0% | -34.3% | +52.3% | +31.1% |
| 3Y | +30.0% | -12.5% | +42.5% | +26.6% |
| 5Y | +92.7% | -35.6% | +128.2% | +104.2% |
| All | +210.4% | +32.4% | +178.0% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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