+22.6%
BROS vs MGY
+89.5%
-67.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.4% |
| 7D | -6.6% | +1.5% | -8.1% | -7.0% |
| 30D | -12.3% | +6.8% | -19.2% | -14.3% |
| 3M | -22.2% | +2.6% | -24.8% | -23.6% |
| 6M | -14.3% | -3.1% | -11.2% | -15.2% |
| YTD | -26.6% | +29.4% | -56.0% | -34.8% |
| 1Y | -31.5% | +22.3% | -53.8% | -38.3% |
| 3Y | +62.3% | +26.6% | +35.7% | +40.2% |
| All | +22.6% | +89.5% | -67.0% | +7.9% |
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