+169.9%
MGY vs SITM
+4,789.7%
-4,619.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | -0.6% |
| 7D | +3.5% | +3.9% | -0.3% | +2.9% |
| 30D | +5.3% | -6.6% | +11.9% | +5.9% |
| 3M | +2.6% | -11.9% | +14.5% | +2.7% |
| 6M | -3.3% | +81.1% | -84.4% | -15.5% |
| YTD | +29.2% | +80.0% | -50.8% | +11.8% |
| 1Y | +18.0% | +145.8% | -127.8% | -4.7% |
| 3Y | +30.0% | +475.9% | -445.9% | -15.9% |
| 5Y | +92.7% | +189.2% | -96.5% | +27.9% |
| All | +169.9% | +4,789.7% | -4,619.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling