+9.5%
MGY vs ELF
-3.2%
+12.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -5.1% |
| 7D | -12.1% | -1.5% | -10.6% | -12.2% |
| 30D | -2.6% | +9.5% | -12.1% | -2.1% |
| 3M | -4.2% | +29.4% | -33.6% | -2.9% |
| 6M | -23.9% | +83.7% | -107.6% | -21.8% |
| YTD | +8.8% | +49.4% | -40.6% | +12.1% |
| 1Y | +9.5% | -3.9% | +13.4% | +14.5% |
| All | +9.5% | -3.2% | +12.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling