+168.1%
MGY vs MAS
+154.7%
+13.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +2.6% | -1.8% | +4.4% | +3.0% |
| 30D | -2.0% | +23.6% | -25.6% | -9.3% |
| 3M | -7.8% | +12.4% | -20.3% | -12.2% |
| 6M | -13.9% | +21.9% | -35.8% | -21.9% |
| YTD | +11.6% | +36.1% | -24.5% | -5.2% |
| 1Y | +6.7% | +39.5% | -32.7% | -10.4% |
| 3Y | +20.6% | +59.1% | -38.5% | -6.3% |
| 5Y | +32.4% | +44.4% | -12.0% | +4.7% |
| All | +168.1% | +154.7% | +13.4% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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