+253.4%
AG vs MGY
+25.2%
+228.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -6.7% | +3.5% | -10.3% | -7.5% |
| 30D | +2.2% | +5.3% | -3.1% | +0.9% |
| 3M | +15.7% | +2.6% | +13.0% | +14.6% |
| 6M | -23.8% | -3.3% | -20.5% | -24.5% |
| YTD | +17.6% | +29.2% | -11.6% | +4.6% |
| 1Y | +88.6% | +18.0% | +70.6% | +72.8% |
| 3Y | +253.4% | +30.0% | +223.4% | +191.7% |
| All | +253.4% | +25.2% | +228.3% | +191.7% |
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