+3.2%
AA vs MGY
+88.8%
-85.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -3.4% | +3.5% | -7.0% | -5.3% |
| 30D | -5.8% | +5.3% | -11.1% | -8.6% |
| 3M | -29.9% | +2.6% | -32.5% | -31.7% |
| 6M | -27.0% | -3.3% | -23.7% | -27.8% |
| YTD | -8.7% | +29.2% | -37.9% | -25.3% |
| 1Y | +50.6% | +18.0% | +32.6% | +29.9% |
| 3Y | +74.1% | +30.0% | +44.1% | +38.6% |
| All | +3.2% | +88.8% | -85.6% | -33.0% |
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