+210.4%
MGY vs VEU
+120.8%
+89.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -1.0% |
| 7D | +3.5% | -1.4% | +5.0% | +5.2% |
| 30D | +5.3% | -0.4% | +5.7% | +5.6% |
| 3M | +2.6% | +2.5% | +0.1% | -1.3% |
| 6M | -3.3% | +11.1% | -14.4% | -18.1% |
| YTD | +29.2% | +16.5% | +12.7% | +2.5% |
| 1Y | +18.0% | +22.9% | -4.9% | -12.7% |
| 3Y | +30.0% | +73.4% | -43.4% | -39.0% |
| 5Y | +92.7% | +56.1% | +36.6% | +4.6% |
| All | +210.4% | +120.8% | +89.6% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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