+89.0%
MGY vs RSG
+89.9%
-0.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +5.3% | +4.0% | +1.3% | +3.8% |
| 3M | +2.6% | +7.4% | -4.7% | 0.0% |
| 6M | -3.3% | +0.1% | -3.4% | -3.5% |
| YTD | +29.2% | +6.0% | +23.2% | +26.4% |
| 1Y | +18.0% | -3.0% | +21.0% | +18.8% |
| 3Y | +30.0% | +56.5% | -26.5% | +9.4% |
| All | +89.0% | +89.9% | -0.9% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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