+75.4%
F vs MGY
+176.7%
-101.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -3.1% | +4.5% | -7.6% | -4.4% |
| 30D | 0.0% | -0.4% | +0.5% | -0.2% |
| 3M | -13.2% | -4.3% | -8.9% | -12.8% |
| 6M | -10.2% | -12.9% | +2.6% | -8.0% |
| YTD | -4.9% | +15.2% | -20.1% | -12.1% |
| 1Y | -6.1% | +10.3% | -16.4% | -12.0% |
| 3Y | +46.0% | +23.6% | +22.3% | +29.3% |
| 5Y | -15.7% | +35.7% | -51.4% | -30.2% |
| All | +75.4% | +176.7% | -101.3% | +4.1% |
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