-38.0%
VG vs MGY
+11.0%
-49.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | -0.5% |
| 7D | -2.5% | -0.9% | -1.6% | -1.5% |
| 30D | +11.1% | +10.1% | +1.0% | -1.1% |
| 3M | +14.9% | -1.5% | +16.3% | +16.6% |
| 6M | +18.4% | -4.9% | +23.3% | +28.5% |
| YTD | +116.6% | +27.7% | +88.9% | +76.2% |
| 1Y | +9.4% | +20.1% | -10.7% | -5.2% |
| All | -38.0% | +11.0% | -49.0% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling