+209.8%
MGY vs HIG
+213.7%
-3.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.8% | -2.3% | +4.1% | +3.3% |
| 30D | +6.5% | -1.2% | +7.7% | +7.1% |
| 3M | +0.3% | +6.3% | -6.0% | -4.2% |
| 6M | -2.4% | +0.6% | -3.0% | -4.2% |
| YTD | +29.0% | +0.6% | +28.4% | +26.2% |
| 1Y | +17.0% | +6.1% | +10.9% | +9.9% |
| 3Y | +26.2% | +102.0% | -75.8% | -25.4% |
| 5Y | +92.3% | +119.2% | -26.9% | +6.5% |
| All | +209.8% | +213.7% | -3.8% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling