+89.0%
MGY vs BRO
+17.6%
+71.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +3.5% | -7.3% | +10.9% | +5.2% |
| 30D | +5.3% | -6.9% | +12.1% | +6.8% |
| 3M | +2.6% | +10.7% | -8.0% | -0.6% |
| 6M | -3.3% | -2.7% | -0.6% | -3.4% |
| YTD | +29.2% | -16.3% | +45.5% | +34.3% |
| 1Y | +18.0% | -29.1% | +47.1% | +28.8% |
| 3Y | +30.0% | -7.8% | +37.8% | +28.4% |
| All | +89.0% | +17.6% | +71.4% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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