+9.5%
MGY vs EMB
+0.7%
+8.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.2% | -3.1% |
| 7D | -12.1% | +0.7% | -12.8% | -10.7% |
| 30D | -2.6% | +2.3% | -4.9% | +2.3% |
| 3M | -4.2% | -2.5% | -1.7% | -9.1% |
| 6M | -23.9% | -1.1% | -22.8% | -25.5% |
| YTD | +8.8% | -0.6% | +9.4% | +6.4% |
| 1Y | +9.5% | +0.6% | +8.8% | +6.6% |
| All | +9.5% | +0.7% | +8.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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