+176.7%
MGY vs MAS
+154.0%
+22.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | +4.5% | +3.0% | +1.5% | +3.4% |
| 30D | -0.4% | +22.4% | -22.8% | -7.5% |
| 3M | -4.3% | +14.5% | -18.8% | -9.4% |
| 6M | -12.9% | +27.1% | -40.0% | -22.2% |
| YTD | +15.2% | +35.8% | -20.6% | -2.0% |
| 1Y | +10.3% | +39.4% | -29.1% | -7.4% |
| 3Y | +23.6% | +60.3% | -36.6% | -4.4% |
| 5Y | +35.7% | +39.4% | -3.7% | +9.1% |
| All | +176.7% | +154.0% | +22.7% | +62.4% |
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