+46.0%
F vs MGY
+23.9%
+22.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -3.1% | +4.5% | -7.6% | -3.9% |
| 30D | 0.0% | -0.4% | +0.5% | -0.2% |
| 3M | -13.2% | -4.3% | -8.9% | -13.0% |
| 6M | -10.2% | -12.9% | +2.6% | -8.4% |
| YTD | -4.9% | +15.2% | -20.1% | -14.3% |
| 1Y | -6.1% | +10.3% | -16.4% | -14.0% |
| 3Y | +46.0% | +23.6% | +22.3% | +20.9% |
| All | +46.0% | +23.9% | +22.1% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling