+14.1%
BA vs MGY
+199.8%
-185.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | +1.2% | +2.1% | -0.9% | +0.3% |
| 30D | -11.6% | +13.8% | -25.4% | -16.0% |
| 3M | -2.4% | -4.3% | +1.9% | -2.1% |
| 6M | -6.6% | -5.1% | -1.6% | -7.3% |
| YTD | -2.2% | +24.8% | -27.0% | -13.1% |
| 1Y | -8.0% | +11.8% | -19.8% | -15.2% |
| 3Y | -5.0% | +23.5% | -28.5% | -18.7% |
| 5Y | -2.7% | +87.5% | -90.2% | -36.6% |
| All | +14.1% | +199.8% | -185.7% | -50.2% |
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