+89.0%
MGY vs QS
-74.9%
+163.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | 0.0% |
| 7D | +3.5% | -3.6% | +7.2% | +3.8% |
| 30D | +5.3% | -17.2% | +22.5% | +6.8% |
| 3M | +2.6% | -27.0% | +29.6% | +4.6% |
| 6M | -3.3% | -24.6% | +21.3% | -2.5% |
| YTD | +29.2% | -49.3% | +78.5% | +34.9% |
| 1Y | +18.0% | -40.3% | +58.4% | +19.2% |
| 3Y | +30.0% | -23.8% | +53.8% | +18.0% |
| All | +89.0% | -74.9% | +163.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 5y: compounded portfolio wealth divided by compounded QS 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…
5y analysis · Full analysis span regression · 6 months rolling