+43.7%
F vs MGY
+94.8%
-51.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.3% | -4.3% |
| 7D | -4.9% | +1.5% | -6.4% | -5.4% |
| 30D | -2.9% | +6.8% | -9.7% | -4.9% |
| 3M | -9.1% | +2.6% | -11.7% | -10.3% |
| 6M | +12.9% | -3.1% | +16.0% | +11.8% |
| YTD | +6.1% | +29.4% | -23.3% | -5.7% |
| 1Y | +22.5% | +22.3% | +0.2% | +10.6% |
| 3Y | +32.1% | +26.6% | +5.5% | +14.8% |
| 5Y | +43.7% | +92.1% | -48.4% | +1.8% |
| All | +43.7% | +94.8% | -51.0% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling