+30.2%
MGY vs RBA
+26.3%
+3.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +1.5% | -1.9% | +3.4% | +1.9% |
| 30D | +6.8% | -13.0% | +19.8% | +10.1% |
| 3M | +2.6% | -23.1% | +25.7% | +8.2% |
| 6M | -3.1% | -22.6% | +19.5% | +1.8% |
| YTD | +29.4% | -20.4% | +49.8% | +34.1% |
| 1Y | +22.3% | -29.6% | +51.9% | +31.7% |
| All | +30.2% | +26.3% | +3.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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