+210.4%
MGY vs NLY
+41.2%
+169.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | +3.5% | -4.0% | +7.5% | +5.7% |
| 30D | +5.3% | -5.2% | +10.5% | +8.0% |
| 3M | +2.6% | +2.8% | -0.2% | +0.7% |
| 6M | -3.3% | +4.2% | -7.5% | -6.8% |
| YTD | +29.2% | +4.7% | +24.6% | +23.9% |
| 1Y | +18.0% | +12.7% | +5.3% | +8.5% |
| 3Y | +30.0% | +62.5% | -32.5% | -2.8% |
| 5Y | +92.7% | +26.3% | +66.4% | +64.5% |
| All | +210.4% | +41.2% | +169.2% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling