+466.8%
BX vs MGY
+210.4%
+256.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | +3.5% | -9.2% | -6.5% |
| 30D | -12.2% | +5.3% | -17.5% | -13.6% |
| 3M | +7.4% | +2.6% | +4.8% | +5.8% |
| 6M | +22.2% | -3.3% | +25.5% | +21.3% |
| YTD | -14.0% | +29.2% | -43.2% | -21.7% |
| 1Y | -27.3% | +18.0% | -45.3% | -32.3% |
| 3Y | +24.5% | +30.0% | -5.5% | +11.9% |
| 5Y | +18.9% | +92.7% | -73.8% | -6.0% |
| All | +466.8% | +210.4% | +256.4% | +258.4% |
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