+102.0%
F vs MGY
+209.8%
-107.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | -3.7% | +1.8% | -5.5% | -4.3% |
| 30D | -0.7% | +6.5% | -7.2% | -2.7% |
| 3M | -1.9% | +0.3% | -2.2% | -2.7% |
| 6M | +16.1% | -2.4% | +18.5% | +14.7% |
| YTD | +9.5% | +29.0% | -19.5% | -1.4% |
| 1Y | +27.2% | +17.0% | +10.2% | +17.7% |
| 3Y | +36.3% | +26.2% | +10.1% | +20.7% |
| 5Y | +49.3% | +92.3% | -43.1% | +11.9% |
| All | +102.0% | +209.8% | -107.8% | +16.8% |
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