+30.0%
MGY vs NYT
+56.2%
-26.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | +5.3% | +4.6% | +0.7% | +4.6% |
| 3M | +2.6% | -9.6% | +12.2% | +4.0% |
| 6M | -3.3% | -14.0% | +10.7% | -1.6% |
| YTD | +29.2% | -2.8% | +32.1% | +27.4% |
| 1Y | +18.0% | +15.6% | +2.4% | +11.1% |
| 3Y | +30.0% | +56.3% | -26.3% | +11.9% |
| All | +30.0% | +56.2% | -26.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling