+30.0%
MGY vs ETR
+143.8%
-113.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.5% | -1.8% | +5.4% | +3.9% |
| 30D | +5.3% | -1.8% | +7.0% | +5.6% |
| 3M | +2.6% | -3.6% | +6.2% | +3.4% |
| 6M | -3.3% | +2.6% | -5.9% | -4.1% |
| YTD | +29.2% | +16.0% | +13.2% | +24.3% |
| 1Y | +18.0% | +20.1% | -2.1% | +12.7% |
| 3Y | +30.0% | +143.6% | -113.6% | +2.6% |
| All | +30.0% | +143.8% | -113.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling