+12.6%
MGY vs NLY
+0.3%
+12.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.5% |
| 7D | -10.3% | +2.1% | -12.4% | -9.5% |
| 30D | -1.8% | +2.3% | -4.1% | -0.7% |
| 3M | -0.1% | -13.7% | +13.5% | -4.3% |
| 6M | -22.8% | -9.6% | -13.2% | -24.5% |
| YTD | +9.5% | -6.5% | +16.0% | +5.6% |
| 1Y | +12.6% | -0.6% | +13.2% | +4.6% |
| All | +12.6% | +0.3% | +12.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling