+217.7%
MGY vs USHY
+49.7%
+168.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | +3.5% | -0.7% | +4.2% | +5.1% |
| 30D | +5.3% | -0.7% | +5.9% | +6.7% |
| 3M | +2.6% | +0.1% | +2.6% | +2.2% |
| 6M | -3.3% | +1.8% | -5.1% | -7.8% |
| YTD | +29.2% | +1.8% | +27.4% | +23.1% |
| 1Y | +18.0% | +3.3% | +14.7% | +8.9% |
| 3Y | +30.0% | +27.0% | +3.0% | -21.9% |
| 5Y | +92.7% | +21.0% | +71.7% | +32.7% |
| All | +217.7% | +49.7% | +168.0% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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