+88.7%
MGY vs A
-16.5%
+105.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +1.8% | -4.6% | +6.4% | +3.1% |
| 30D | +6.5% | -4.3% | +10.8% | +7.7% |
| 3M | +0.3% | +8.9% | -8.6% | -2.3% |
| 6M | -2.4% | +24.5% | -26.9% | -9.6% |
| YTD | +29.0% | +5.8% | +23.2% | +25.7% |
| 1Y | +17.0% | +16.2% | +0.8% | +9.8% |
| 3Y | +26.2% | +28.5% | -2.3% | +10.0% |
| All | +88.7% | -16.5% | +105.2% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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