+395.4%
MA vs MGY
+206.7%
+188.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.9% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | +1.4% | +10.1% | -8.7% | -0.8% |
| 3M | +17.7% | -1.5% | +19.2% | +17.5% |
| 6M | +9.7% | -4.9% | +14.6% | +9.8% |
| YTD | +0.5% | +27.7% | -27.2% | -5.9% |
| 1Y | -2.1% | +20.1% | -22.1% | -7.4% |
| 3Y | +40.1% | +24.9% | +15.2% | +28.5% |
| 5Y | +67.5% | +91.6% | -24.1% | +33.1% |
| All | +395.4% | +206.7% | +188.7% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling