+89.0%
MGY vs RVTY
-33.1%
+122.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.5% |
| 7D | +3.5% | -4.5% | +8.1% | +4.6% |
| 30D | +5.3% | +5.5% | -0.2% | +3.8% |
| 3M | +2.6% | +22.5% | -19.9% | -2.5% |
| 6M | -3.3% | +38.9% | -42.2% | -11.9% |
| YTD | +29.2% | +28.7% | +0.5% | +19.4% |
| 1Y | +18.0% | +45.5% | -27.5% | +4.8% |
| 3Y | +30.0% | +16.4% | +13.6% | +19.9% |
| All | +89.0% | -33.1% | +122.1% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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