+92.3%
MGY vs Z
-66.6%
+158.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | 0.0% |
| 7D | +1.8% | -11.6% | +13.4% | +3.3% |
| 30D | +6.5% | -8.5% | +15.0% | +7.4% |
| 3M | +0.3% | -7.9% | +8.2% | +0.7% |
| 6M | -2.4% | -29.1% | +26.7% | +1.1% |
| YTD | +29.0% | -54.2% | +83.2% | +42.0% |
| 1Y | +17.0% | -63.5% | +80.6% | +33.2% |
| 3Y | +26.2% | -38.6% | +64.8% | +29.4% |
| 5Y | +92.3% | -66.0% | +158.3% | +96.5% |
| All | +92.3% | -66.6% | +158.9% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling