+38.7%
EXPE vs MGY
+15.5%
+23.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -2.0% |
| 7D | -9.5% | +2.1% | -11.6% | -9.0% |
| 30D | -6.6% | +13.8% | -20.4% | -3.8% |
| 3M | +31.4% | -4.3% | +35.7% | +31.8% |
| 6M | +35.2% | -5.1% | +40.2% | +34.3% |
| YTD | +5.8% | +24.8% | -19.0% | +3.6% |
| 1Y | +38.7% | +11.8% | +26.9% | +34.8% |
| All | +38.7% | +15.5% | +23.2% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling