-3.5%
BA vs MGY
+94.8%
-98.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.3% |
| 7D | -1.2% | +1.5% | -2.7% | -1.5% |
| 30D | -11.3% | +6.8% | -18.2% | -12.7% |
| 3M | -3.8% | +2.6% | -6.4% | -4.8% |
| 6M | -8.3% | -3.1% | -5.1% | -8.9% |
| YTD | -4.9% | +29.4% | -34.3% | -12.9% |
| 1Y | -10.1% | +22.3% | -32.4% | -16.6% |
| 3Y | -2.3% | +26.6% | -28.9% | -12.1% |
| 5Y | -3.5% | +92.1% | -95.6% | -26.0% |
| All | -3.5% | +94.8% | -98.3% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling