+7.8%
DIS vs MGY
+209.8%
-202.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -1.3% | +1.8% | -3.1% | -1.7% |
| 30D | +2.2% | +6.5% | -4.3% | +0.6% |
| 3M | +8.1% | +0.3% | +7.8% | +7.4% |
| 6M | +5.2% | -2.4% | +7.6% | +4.4% |
| YTD | -6.3% | +29.0% | -35.3% | -13.4% |
| 1Y | -7.3% | +17.0% | -24.3% | -12.5% |
| 3Y | +33.8% | +26.2% | +7.6% | +21.8% |
| 5Y | -40.7% | +92.3% | -133.1% | -53.2% |
| All | +7.8% | +209.8% | -202.0% | -36.5% |
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