+43.6%
MGY vs AS
+114.1%
-70.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.2% | +2.6% |
| 7D | -0.9% | -2.6% | +1.7% | -0.7% |
| 30D | +10.1% | -22.1% | +32.2% | +12.7% |
| 3M | -1.5% | -15.3% | +13.8% | -0.3% |
| 6M | -4.9% | -15.6% | +10.6% | -4.4% |
| YTD | +27.7% | -23.2% | +50.9% | +30.1% |
| 1Y | +20.1% | -21.7% | +41.8% | +21.3% |
| All | +43.6% | +114.1% | -70.5% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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