+60.9%
AA vs MGY
+210.8%
-149.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.7% |
| 7D | -0.6% | +1.5% | -2.1% | -1.4% |
| 30D | -1.6% | +6.8% | -8.4% | -5.1% |
| 3M | -29.8% | +2.6% | -32.4% | -31.6% |
| 6M | -16.6% | -3.1% | -13.5% | -17.4% |
| YTD | -4.0% | +29.4% | -33.4% | -19.5% |
| 1Y | +63.5% | +22.3% | +41.2% | +40.8% |
| 3Y | +86.8% | +26.6% | +60.2% | +56.7% |
| 5Y | +12.4% | +92.1% | -79.7% | -26.1% |
| All | +60.9% | +210.8% | -149.9% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling