-54.2%
BAX vs MGY
+210.4%
-264.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -7.9% | +3.5% | -11.4% | -8.3% |
| 30D | -11.7% | +5.3% | -16.9% | -12.3% |
| 3M | +16.2% | +2.6% | +13.6% | +15.5% |
| 6M | +32.0% | -3.3% | +35.3% | +31.6% |
| YTD | +24.7% | +29.2% | -4.5% | +19.7% |
| 1Y | -2.6% | +18.0% | -20.7% | -5.5% |
| 3Y | -35.0% | +30.0% | -65.0% | -38.1% |
| 5Y | -67.6% | +92.7% | -160.2% | -70.8% |
| All | -54.2% | +210.4% | -264.6% | -61.2% |
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 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