+30.0%
MGY vs USFR
+14.1%
+15.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.5% | +0.1% | +3.4% | +3.6% |
| 30D | +5.3% | +0.4% | +4.9% | +5.4% |
| 3M | +2.6% | +1.0% | +1.6% | +3.3% |
| 6M | -3.3% | +2.0% | -5.3% | -1.5% |
| YTD | +29.2% | +2.8% | +26.5% | +33.3% |
| 1Y | +18.0% | +4.1% | +13.9% | +24.6% |
| 3Y | +30.0% | +14.1% | +15.9% | +94.1% |
| All | +30.0% | +14.1% | +15.9% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling