+210.4%
MGY vs AR
+82.7%
+127.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | +3.5% | -2.5% | +6.0% | +4.5% |
| 30D | +5.3% | +2.5% | +2.7% | +4.2% |
| 3M | +2.6% | +12.3% | -9.7% | -1.7% |
| 6M | -3.3% | -3.1% | -0.2% | -2.1% |
| YTD | +29.2% | +11.5% | +17.7% | +23.6% |
| 1Y | +18.0% | +17.0% | +1.0% | +10.4% |
| 3Y | +30.0% | +47.3% | -17.3% | +9.0% |
| 5Y | +92.7% | +141.2% | -48.6% | +36.5% |
| All | +210.4% | +82.7% | +127.7% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling