+89.0%
MGY vs SCHG
+84.3%
+4.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | +3.5% | -1.0% | +4.6% | +4.1% |
| 30D | +5.3% | -1.3% | +6.5% | +5.8% |
| 3M | +2.6% | +5.4% | -2.8% | -0.7% |
| 6M | -3.3% | +14.4% | -17.7% | -11.3% |
| YTD | +29.2% | +8.0% | +21.2% | +22.4% |
| 1Y | +18.0% | +12.7% | +5.3% | +8.7% |
| 3Y | +30.0% | +85.6% | -55.6% | -11.9% |
| All | +89.0% | +84.3% | +4.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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