+150.2%
ALL vs MGY
+25.2%
+125.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.3% | +3.5% | -5.8% | -2.6% |
| 30D | -0.4% | +5.3% | -5.7% | -0.9% |
| 3M | +16.0% | +2.6% | +13.4% | +15.5% |
| 6M | +24.6% | -3.3% | +27.9% | +24.6% |
| YTD | +23.7% | +29.2% | -5.6% | +19.3% |
| 1Y | +27.7% | +18.0% | +9.7% | +24.5% |
| 3Y | +150.2% | +30.0% | +120.2% | +141.0% |
| All | +150.2% | +25.2% | +125.1% | +141.0% |
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 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