-50.2%
VG vs MGY
-8.3%
-42.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.2% | +6.6% | +7.2% |
| 7D | -8.3% | -9.5% | +1.2% | +2.5% |
| 30D | -10.3% | -5.9% | -4.4% | -3.3% |
| 3M | -10.8% | -9.0% | -1.8% | -1.6% |
| 6M | +3.5% | -17.4% | +20.9% | +29.2% |
| YTD | +74.0% | +5.6% | +68.4% | +75.4% |
| 1Y | +48.9% | +6.0% | +42.9% | +47.9% |
| All | -50.2% | -8.3% | -42.0% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling