+210.4%
MGY vs Z
-33.1%
+243.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.5% |
| 7D | +3.5% | -6.0% | +9.6% | +4.5% |
| 30D | +5.3% | -2.3% | +7.6% | +5.3% |
| 3M | +2.6% | -0.6% | +3.3% | +1.8% |
| 6M | -3.3% | -27.6% | +24.3% | +0.6% |
| YTD | +29.2% | -52.4% | +81.6% | +43.6% |
| 1Y | +18.0% | -63.6% | +81.6% | +37.1% |
| 3Y | +30.0% | -36.4% | +66.4% | +32.5% |
| 5Y | +92.7% | -64.6% | +157.3% | +106.2% |
| All | +210.4% | -33.1% | +243.5% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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