+127.9%
VEA vs MGY
+209.8%
-81.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -2.1% | +1.8% | -3.9% | -2.4% |
| 30D | -1.1% | +6.5% | -7.6% | -2.2% |
| 3M | +5.1% | +0.3% | +4.7% | +4.6% |
| 6M | +9.8% | -2.4% | +12.2% | +9.3% |
| YTD | +15.9% | +29.0% | -13.1% | +9.6% |
| 1Y | +24.6% | +17.0% | +7.5% | +19.6% |
| 3Y | +75.5% | +26.2% | +49.4% | +63.5% |
| 5Y | +59.4% | +92.3% | -32.9% | +33.6% |
| All | +127.9% | +209.8% | -81.9% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling