+89.0%
MGY vs EIX
+20.9%
+68.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +3.5% | -1.4% | +4.9% | +3.9% |
| 30D | +5.3% | -19.3% | +24.6% | +9.4% |
| 3M | +2.6% | -21.7% | +24.3% | +7.3% |
| 6M | -3.3% | -19.8% | +16.5% | -0.1% |
| YTD | +29.2% | -3.0% | +32.3% | +24.5% |
| 1Y | +18.0% | +5.1% | +12.9% | +10.3% |
| 3Y | +30.0% | -7.0% | +37.0% | +22.1% |
| All | +89.0% | +20.9% | +68.1% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 5y: compounded portfolio wealth divided by compounded EIX 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…
5y analysis · Full analysis span regression · 6 months rolling