-7.8%
BA vs MGY
+176.7%
-184.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | -1.1% | +4.5% | -5.6% | -2.7% |
| 30D | -7.1% | -0.4% | -6.7% | -7.4% |
| 3M | -25.5% | -4.3% | -21.2% | -25.0% |
| 6M | -28.7% | -12.9% | -15.9% | -26.6% |
| YTD | -21.0% | +15.2% | -36.2% | -28.2% |
| 1Y | -11.9% | +10.3% | -22.2% | -18.8% |
| 3Y | -16.2% | +23.6% | -39.8% | -28.7% |
| 5Y | -22.4% | +35.7% | -58.1% | -41.7% |
| All | -7.8% | +176.7% | -184.5% | -58.9% |
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