+210.4%
MGY vs RSG
+300.4%
-90.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +5.3% | +4.0% | +1.3% | +3.0% |
| 3M | +2.6% | +7.4% | -4.7% | -1.4% |
| 6M | -3.3% | +0.1% | -3.4% | -3.7% |
| YTD | +29.2% | +6.0% | +23.2% | +24.7% |
| 1Y | +18.0% | -3.0% | +21.0% | +19.3% |
| 3Y | +30.0% | +56.5% | -26.5% | -2.4% |
| 5Y | +92.7% | +90.9% | +1.8% | +24.5% |
| All | +210.4% | +300.4% | -90.0% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling