+206.7%
MGY vs EMB
+28.2%
+178.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.5% |
| 7D | -0.9% | +0.3% | -1.2% | -1.3% |
| 30D | +10.1% | -0.5% | +10.6% | +10.7% |
| 3M | -1.5% | +0.3% | -1.8% | -2.3% |
| 6M | -4.9% | +1.2% | -6.1% | -7.5% |
| YTD | +27.7% | +1.5% | +26.2% | +23.7% |
| 1Y | +20.1% | +4.8% | +15.3% | +11.2% |
| 3Y | +24.9% | +30.4% | -5.5% | -14.1% |
| 5Y | +91.6% | +7.3% | +84.3% | +83.3% |
| All | +206.7% | +28.2% | +178.5% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling