+176.7%
MGY vs RACE
+409.2%
-232.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | +4.5% | -1.2% | +5.7% | +4.8% |
| 30D | -0.4% | +6.1% | -6.6% | -2.3% |
| 3M | -4.3% | -0.3% | -4.1% | -4.7% |
| 6M | -12.9% | +23.4% | -36.3% | -19.3% |
| YTD | +15.2% | +12.5% | +2.7% | +8.4% |
| 1Y | +10.3% | -0.5% | +10.8% | +8.3% |
| 3Y | +23.6% | +23.6% | 0.0% | +7.5% |
| 5Y | +35.7% | +65.4% | -29.7% | +3.0% |
| All | +176.7% | +409.2% | -232.6% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling