+17.0%
MGY vs RACE
-13.6%
+30.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | 0.0% |
| 7D | +1.8% | -2.2% | +4.0% | +1.4% |
| 30D | +6.5% | -0.4% | +6.9% | +6.5% |
| 3M | +0.3% | +17.9% | -17.6% | +3.7% |
| 6M | -2.4% | +19.3% | -21.7% | +1.7% |
| YTD | +29.0% | +11.9% | +17.1% | +34.0% |
| 1Y | +17.0% | -12.7% | +29.8% | +23.9% |
| All | +17.0% | -13.6% | +30.6% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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