+210.4%
MGY vs VSH
+134.1%
+76.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -6.0% | -2.1% |
| 7D | +3.5% | +4.8% | -1.2% | +1.7% |
| 30D | +5.3% | -0.7% | +6.0% | +5.0% |
| 3M | +2.6% | -43.1% | +45.7% | +21.9% |
| 6M | -3.3% | +91.8% | -95.1% | -36.9% |
| YTD | +29.2% | +131.6% | -102.4% | -24.3% |
| 1Y | +18.0% | +118.1% | -100.1% | -29.9% |
| 3Y | +30.0% | +40.9% | -10.9% | -10.3% |
| 5Y | +92.7% | +75.8% | +16.9% | +12.5% |
| All | +210.4% | +134.1% | +76.3% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling