+67.8%
USB vs MGY
+153.6%
-85.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.7% | +3.8% |
| 7D | +0.8% | -9.5% | +10.3% | +3.6% |
| 30D | +6.8% | -5.9% | +12.7% | +8.3% |
| 3M | -3.8% | -9.0% | +5.2% | -1.9% |
| 6M | +11.7% | -17.4% | +29.1% | +16.5% |
| YTD | +17.5% | +5.6% | +11.9% | +12.1% |
| 1Y | +33.8% | +6.0% | +27.8% | +27.4% |
| 3Y | +104.2% | +15.6% | +88.6% | +85.8% |
| 5Y | +26.4% | +20.2% | +6.2% | +7.8% |
| All | +67.8% | +153.6% | -85.8% | -5.9% |
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