+199.8%
MGY vs RACE
+407.8%
-208.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | +2.1% | -2.5% | +4.6% | +2.8% |
| 30D | +13.8% | +0.8% | +13.0% | +13.5% |
| 3M | -4.3% | +17.2% | -21.4% | -9.4% |
| 6M | -5.1% | +13.6% | -18.6% | -10.0% |
| YTD | +24.8% | +12.2% | +12.6% | +18.0% |
| 1Y | +11.8% | -16.3% | +28.1% | +16.2% |
| 3Y | +23.5% | +36.4% | -12.9% | +3.3% |
| 5Y | +87.5% | +95.0% | -7.5% | +32.9% |
| All | +199.8% | +407.8% | -208.0% | +65.6% |
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