-35.7%
VG vs MGY
+12.4%
-48.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +2.2% |
| 7D | +3.8% | +1.5% | +2.3% | +2.0% |
| 30D | +7.2% | +6.8% | +0.4% | -1.1% |
| 3M | +22.8% | +2.6% | +20.2% | +18.9% |
| 6M | +33.2% | -3.1% | +36.3% | +41.5% |
| YTD | +124.8% | +29.4% | +95.4% | +80.1% |
| 1Y | +15.8% | +22.3% | -6.5% | -1.7% |
| All | -35.7% | +12.4% | -48.1% | -39.8% |
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