-7.8%
BA vs MGY
+172.4%
-180.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.3% |
| 7D | -0.6% | +3.5% | -4.1% | -1.9% |
| 30D | -8.0% | -3.0% | -5.0% | -7.4% |
| 3M | -25.8% | -7.6% | -18.2% | -24.3% |
| 6M | -27.6% | -14.4% | -13.2% | -25.0% |
| YTD | -21.0% | +13.4% | -34.4% | -27.8% |
| 1Y | -12.3% | +9.2% | -21.4% | -18.8% |
| 3Y | -12.8% | +22.6% | -35.3% | -25.6% |
| 5Y | -22.4% | +33.6% | -56.0% | -41.3% |
| All | -7.8% | +172.4% | -180.2% | -58.6% |
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 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