+210.4%
MGY vs MKTX
-11.6%
+222.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +3.5% | -0.2% | +3.8% | +3.6% |
| 30D | +5.3% | +0.7% | +4.5% | +5.2% |
| 3M | +2.6% | +40.8% | -38.1% | -1.0% |
| 6M | -3.3% | -8.0% | +4.7% | -2.8% |
| YTD | +29.2% | -8.7% | +38.0% | +29.9% |
| 1Y | +18.0% | -11.8% | +29.9% | +19.0% |
| 3Y | +30.0% | -24.0% | +54.0% | +31.6% |
| 5Y | +92.7% | -60.3% | +153.0% | +104.2% |
| All | +210.4% | -11.6% | +222.0% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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