-31.8%
LVS vs MGY
+8.9%
-40.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.2% | +11.7% | +5.6% |
| 7D | +13.4% | -12.1% | +25.5% | +11.4% |
| 30D | +12.2% | -2.6% | +14.8% | +11.6% |
| 3M | -10.7% | -4.2% | -6.5% | -11.2% |
| 6M | -19.8% | -23.9% | +4.1% | -22.4% |
| YTD | -35.8% | +8.8% | -44.6% | -39.8% |
| 1Y | -31.8% | +9.5% | -41.3% | -36.6% |
| All | -31.8% | +8.9% | -40.7% | -36.6% |
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