+63.0%
BROS vs MGY
+25.2%
+37.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -5.8% | +3.5% | -9.3% | -6.4% |
| 30D | -14.0% | +5.3% | -19.2% | -15.0% |
| 3M | -32.5% | +2.6% | -35.1% | -33.0% |
| 6M | -14.9% | -3.3% | -11.6% | -15.2% |
| YTD | -28.3% | +29.2% | -57.5% | -35.6% |
| 1Y | -34.0% | +18.0% | -52.0% | -39.1% |
| 3Y | +63.0% | +30.0% | +32.9% | +37.8% |
| All | +63.0% | +25.2% | +37.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling