+210.4%
MGY vs IT
+44.4%
+166.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -1.7% |
| 7D | +3.5% | -3.7% | +7.2% | +4.6% |
| 30D | +5.3% | +0.1% | +5.2% | +4.6% |
| 3M | +2.6% | +20.7% | -18.0% | -7.2% |
| 6M | -3.3% | +12.0% | -15.3% | -11.3% |
| YTD | +29.2% | -28.8% | +58.0% | +40.7% |
| 1Y | +18.0% | -25.5% | +43.5% | +24.5% |
| 3Y | +30.0% | -48.8% | +78.8% | +53.3% |
| 5Y | +92.7% | -42.7% | +135.4% | +103.5% |
| All | +210.4% | +44.4% | +166.0% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling