+345.4%
VUG vs MGY
+210.4%
+135.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.5% | +3.5% | -4.0% | -1.1% |
| 30D | -1.0% | +5.3% | -6.2% | -1.9% |
| 3M | +3.5% | +2.6% | +0.9% | +2.7% |
| 6M | +14.2% | -3.3% | +17.5% | +13.9% |
| YTD | +8.5% | +29.2% | -20.7% | +2.6% |
| 1Y | +12.9% | +18.0% | -5.2% | +8.3% |
| 3Y | +85.6% | +30.0% | +55.6% | +72.7% |
| 5Y | +78.1% | +92.7% | -14.5% | +51.6% |
| All | +345.4% | +210.4% | +135.0% | +231.2% |
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