+199.8%
MGY vs MAS
+117.2%
+82.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.1% |
| 7D | +2.1% | -0.8% | +2.8% | +2.3% |
| 30D | +13.8% | -5.6% | +19.4% | +15.7% |
| 3M | -4.3% | +4.4% | -8.7% | -7.7% |
| 6M | -5.1% | +7.2% | -12.3% | -10.6% |
| YTD | +24.8% | +16.1% | +8.7% | +12.7% |
| 1Y | +11.8% | +0.1% | +11.7% | +7.1% |
| 3Y | +23.5% | +28.3% | -4.8% | +4.0% |
| 5Y | +87.5% | +30.5% | +57.0% | +52.7% |
| All | +199.8% | +117.2% | +82.5% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling