+216.3%
ALNY vs MGY
+208.9%
+7.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -6.1% | +3.1% | -9.1% | -6.4% |
| 30D | +9.3% | +5.3% | +4.1% | +8.6% |
| 3M | -11.6% | +0.7% | -12.3% | -12.0% |
| 6M | -20.2% | -5.1% | -15.1% | -20.2% |
| YTD | -37.1% | +28.6% | -65.7% | -39.6% |
| 1Y | -46.3% | +19.1% | -65.4% | -48.0% |
| 3Y | +29.5% | +27.6% | +1.9% | +22.5% |
| 5Y | +33.0% | +93.3% | -60.3% | +15.8% |
| All | +216.3% | +208.9% | +7.4% | +178.0% |
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 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