+115.9%
EW vs MGY
+210.4%
-94.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -6.2% | +3.5% | -9.7% | -6.6% |
| 30D | -9.3% | +5.3% | -14.6% | -10.1% |
| 3M | -1.6% | +2.6% | -4.3% | -2.3% |
| 6M | -0.8% | -3.3% | +2.4% | -1.0% |
| YTD | -1.0% | +29.2% | -30.3% | -5.6% |
| 1Y | +8.2% | +18.0% | -9.9% | +4.4% |
| 3Y | +12.7% | +30.0% | -17.3% | +5.0% |
| 5Y | -30.2% | +92.7% | -122.9% | -41.2% |
| All | +115.9% | +210.4% | -94.5% | +46.8% |
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 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