+92.3%
MGY vs RBA
+36.6%
+55.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.1% |
| 7D | +1.8% | -3.3% | +5.1% | +2.5% |
| 30D | +6.5% | -9.8% | +16.3% | +8.8% |
| 3M | +0.3% | -23.5% | +23.8% | +5.7% |
| 6M | -2.4% | -21.5% | +19.1% | +2.0% |
| YTD | +29.0% | -21.2% | +50.2% | +34.2% |
| 1Y | +17.0% | -30.2% | +47.2% | +25.4% |
| 3Y | +26.2% | +25.3% | +0.8% | +18.1% |
| 5Y | +92.3% | +35.1% | +57.2% | +78.8% |
| All | +92.3% | +36.6% | +55.8% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling