-27.3%
EW vs MGY
+88.4%
-115.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -3.4% | +1.8% | -5.2% | -3.5% |
| 30D | -7.4% | +6.5% | -13.9% | -7.9% |
| 3M | +0.9% | +0.3% | +0.6% | +0.7% |
| 6M | +1.2% | -2.4% | +3.5% | +0.9% |
| YTD | +1.8% | +29.0% | -27.2% | -1.4% |
| 1Y | +10.8% | +17.0% | -6.2% | +8.4% |
| 3Y | +17.1% | +26.2% | -9.0% | +11.6% |
| All | -27.3% | +88.4% | -115.7% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling