+206.7%
MGY vs BAH
+161.6%
+45.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.5% |
| 7D | -0.9% | -4.3% | +3.4% | +0.2% |
| 30D | +10.1% | -4.5% | +14.6% | +11.3% |
| 3M | -1.5% | -7.6% | +6.1% | 0.0% |
| 6M | -4.9% | -10.6% | +5.7% | -3.1% |
| YTD | +27.7% | -12.6% | +40.2% | +29.7% |
| 1Y | +20.1% | -27.0% | +47.0% | +27.6% |
| 3Y | +24.9% | -31.5% | +56.4% | +27.2% |
| 5Y | +91.6% | -3.8% | +95.4% | +69.7% |
| All | +206.7% | +161.6% | +45.1% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling