+210.8%
MGY vs VSH
+122.7%
+88.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.1% |
| 7D | +1.5% | +3.5% | -2.0% | +0.1% |
| 30D | +6.8% | -4.4% | +11.2% | +8.1% |
| 3M | +2.6% | -45.8% | +48.4% | +23.8% |
| 6M | -3.1% | +90.1% | -93.3% | -36.8% |
| YTD | +29.4% | +120.3% | -90.9% | -22.7% |
| 1Y | +22.3% | +112.2% | -89.9% | -26.8% |
| 3Y | +26.6% | +36.6% | -10.0% | -12.0% |
| 5Y | +92.1% | +67.0% | +25.1% | +14.5% |
| All | +210.8% | +122.7% | +88.1% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling