+210.4%
MGY vs BTI
+53.4%
+157.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | +5.3% | -1.1% | +6.3% | +5.6% |
| 3M | +2.6% | -8.8% | +11.4% | +5.9% |
| 6M | -3.3% | -4.0% | +0.7% | -3.0% |
| YTD | +29.2% | +0.4% | +28.9% | +26.8% |
| 1Y | +18.0% | +1.9% | +16.1% | +14.7% |
| 3Y | +30.0% | +108.5% | -78.5% | -13.0% |
| 5Y | +92.7% | +118.5% | -25.9% | +25.9% |
| All | +210.4% | +53.4% | +157.0% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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