-6.8%
BA vs MGY
+159.0%
-165.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.6% | -0.2% |
| 7D | 0.0% | -6.1% | +6.1% | +2.2% |
| 30D | -8.9% | -3.9% | -5.0% | -8.0% |
| 3M | -25.5% | -11.0% | -14.5% | -23.0% |
| 6M | -27.0% | -15.6% | -11.3% | -24.0% |
| YTD | -20.1% | +7.8% | -28.0% | -25.7% |
| 1Y | -11.0% | +5.8% | -16.8% | -16.8% |
| 3Y | -11.8% | +16.5% | -28.4% | -23.4% |
| 5Y | -20.6% | +28.5% | -49.1% | -39.2% |
| All | -6.8% | +159.0% | -165.8% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling