+369.5%
ALAB vs MGY
+20.8%
+348.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -6.2% | +3.5% | -9.7% | -7.6% |
| 30D | -8.7% | +5.3% | -13.9% | -11.0% |
| 3M | -20.7% | +2.6% | -23.4% | -22.8% |
| 6M | +133.5% | -3.3% | +136.8% | +131.1% |
| YTD | +75.1% | +29.2% | +45.8% | +44.6% |
| 1Y | +25.0% | +18.0% | +7.0% | +9.0% |
| All | +369.5% | +20.8% | +348.7% | +287.4% |
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