+489.7%
MSCI vs MGY
+210.4%
+279.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -3.2% | +3.5% | -6.8% | -3.8% |
| 30D | -1.1% | +5.3% | -6.4% | -2.0% |
| 3M | -6.3% | +2.6% | -9.0% | -7.0% |
| 6M | +2.1% | -3.3% | +5.4% | +2.0% |
| YTD | -2.3% | +29.2% | -31.5% | -7.1% |
| 1Y | -3.9% | +18.0% | -21.9% | -7.5% |
| 3Y | +7.5% | +30.0% | -22.6% | 0.0% |
| 5Y | -9.8% | +92.7% | -102.4% | -23.1% |
| All | +489.7% | +210.4% | +279.3% | +309.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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