+34.2%
MGY vs FIVE
+16.7%
+17.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +4.5% | +2.7% | +1.9% | +4.1% |
| 30D | -0.4% | +12.7% | -13.1% | -2.3% |
| 3M | -4.3% | +2.1% | -6.4% | -5.1% |
| 6M | -12.9% | +17.5% | -30.3% | -15.8% |
| YTD | +15.2% | +31.0% | -15.8% | +8.3% |
| 1Y | +10.3% | +67.7% | -57.4% | -0.8% |
| 3Y | +23.6% | +43.4% | -19.8% | +9.0% |
| All | +34.2% | +16.7% | +17.5% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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