+25.0%
MGY vs MAS
+39.2%
-14.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.6% | +1.0% |
| 7D | -10.7% | +2.0% | -12.6% | -11.2% |
| 30D | -2.7% | +19.4% | -22.1% | -6.6% |
| 3M | -3.7% | +9.4% | -13.1% | -6.0% |
| 6M | -16.3% | +15.3% | -31.6% | -20.6% |
| YTD | +10.2% | +31.3% | -21.1% | -1.4% |
| 1Y | +13.5% | +34.9% | -21.4% | +0.3% |
| 3Y | +14.6% | +58.6% | -44.0% | -5.4% |
| All | +25.0% | +39.2% | -14.1% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling