+210.8%
MGY vs A
+161.2%
+49.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +1.9% |
| 7D | +1.5% | -4.4% | +5.9% | +3.1% |
| 30D | +6.8% | -2.7% | +9.5% | +7.8% |
| 3M | +2.6% | +7.0% | -4.4% | -0.5% |
| 6M | -3.1% | +24.6% | -27.7% | -12.7% |
| YTD | +29.4% | +7.0% | +22.4% | +23.6% |
| 1Y | +22.3% | +15.6% | +6.7% | +12.3% |
| 3Y | +26.6% | +29.9% | -3.4% | +6.2% |
| 5Y | +92.1% | -15.4% | +107.5% | +93.2% |
| All | +210.8% | +161.2% | +49.7% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling