+89.0%
MGY vs HIG
+116.1%
-27.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +3.5% | -1.5% | +5.0% | +4.3% |
| 30D | +5.3% | -0.4% | +5.6% | +5.3% |
| 3M | +2.6% | +6.7% | -4.0% | -1.4% |
| 6M | -3.3% | +2.0% | -5.2% | -5.4% |
| YTD | +29.2% | +0.3% | +28.9% | +27.2% |
| 1Y | +18.0% | +4.2% | +13.8% | +13.0% |
| 3Y | +30.0% | +102.2% | -72.2% | -22.5% |
| All | +89.0% | +116.1% | -27.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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