+209.8%
MGY vs USFR
+26.8%
+183.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +6.5% | +0.3% | +6.2% | +6.7% |
| 3M | +0.3% | +1.0% | -0.6% | +0.8% |
| 6M | -2.4% | +1.9% | -4.3% | -1.4% |
| YTD | +29.0% | +2.7% | +26.3% | +30.8% |
| 1Y | +17.0% | +4.0% | +13.0% | +19.7% |
| 3Y | +26.2% | +14.1% | +12.1% | +36.8% |
| 5Y | +92.3% | +20.5% | +71.8% | +112.4% |
| All | +209.8% | +26.8% | +183.1% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling