+14.9%
MGY vs BIYA
-99.8%
+114.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | +3.5% | -1.8% | +5.3% | +3.6% |
| 30D | +5.3% | -17.5% | +22.7% | +5.4% |
| 3M | +2.6% | -78.0% | +80.7% | +3.6% |
| 6M | -3.3% | -89.5% | +86.2% | -2.8% |
| YTD | +29.2% | -94.3% | +123.5% | +30.4% |
| 1Y | +18.0% | -98.6% | +116.6% | +23.9% |
| All | +14.9% | -99.8% | +114.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling