+92.3%
MGY vs BAH
+1.2%
+91.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -1.3% |
| 7D | +1.8% | +2.4% | -0.6% | +1.3% |
| 30D | +6.5% | -2.9% | +9.4% | +7.0% |
| 3M | +0.3% | -1.3% | +1.7% | +0.3% |
| 6M | -2.4% | -0.9% | -1.5% | -2.8% |
| YTD | +29.0% | -8.2% | +37.2% | +29.4% |
| 1Y | +17.0% | -24.0% | +41.0% | +22.4% |
| 3Y | +26.2% | -28.1% | +54.2% | +22.3% |
| 5Y | +92.3% | +2.5% | +89.8% | +58.6% |
| All | +92.3% | +1.2% | +91.1% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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