+70.7%
MA vs MGY
+23.9%
+46.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +1.3% | +4.5% | -3.2% | +1.0% |
| 30D | +9.6% | -0.4% | +10.0% | +9.5% |
| 3M | +16.8% | -4.3% | +21.1% | +16.9% |
| 6M | +35.2% | -12.9% | +48.0% | +36.6% |
| YTD | +16.6% | +15.2% | +1.4% | +12.2% |
| 1Y | +19.8% | +10.3% | +9.4% | +16.1% |
| 3Y | +70.7% | +23.6% | +47.1% | +63.2% |
| All | +70.7% | +23.9% | +46.8% | +63.2% |
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