+210.4%
MGY vs VNQ
+60.6%
+149.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.4% |
| 7D | +3.5% | -1.3% | +4.8% | +4.6% |
| 30D | +5.3% | -2.6% | +7.9% | +7.3% |
| 3M | +2.6% | -2.0% | +4.7% | +3.9% |
| 6M | -3.3% | +4.3% | -7.6% | -7.9% |
| YTD | +29.2% | +9.2% | +20.0% | +18.4% |
| 1Y | +18.0% | +5.6% | +12.4% | +11.1% |
| 3Y | +30.0% | +30.8% | -0.8% | +0.5% |
| 5Y | +92.7% | +8.0% | +84.7% | +74.9% |
| All | +210.4% | +60.6% | +149.8% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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