-6.2%
F vs MGY
+8.6%
-14.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -2.5% |
| 7D | -3.9% | +3.5% | -7.4% | -3.2% |
| 30D | -0.5% | -3.0% | +2.6% | -0.9% |
| 3M | -12.9% | -7.6% | -5.3% | -13.8% |
| 6M | +1.5% | -14.4% | +15.9% | -1.7% |
| YTD | -5.0% | +13.4% | -18.4% | -18.5% |
| All | -6.2% | +8.6% | -14.8% | -17.7% |
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