+199.8%
MGY vs AR
+87.4%
+112.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +2.1% | +2.5% | -0.4% | +1.2% |
| 30D | +13.8% | +14.8% | -1.0% | +8.0% |
| 3M | -4.3% | +6.2% | -10.5% | -6.4% |
| 6M | -5.1% | +4.3% | -9.3% | -6.5% |
| YTD | +24.8% | +14.4% | +10.4% | +18.3% |
| 1Y | +11.8% | +21.3% | -9.5% | +3.2% |
| 3Y | +23.5% | +39.8% | -16.3% | +5.5% |
| 5Y | +87.5% | +142.1% | -54.6% | +32.5% |
| All | +199.8% | +87.4% | +112.4% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling