+41.3%
MGY vs BTSG
+382.3%
-341.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | +0.2% |
| 7D | +1.8% | -5.8% | +7.6% | +2.2% |
| 30D | +6.5% | 0.0% | +6.5% | +6.4% |
| 3M | +0.3% | -4.5% | +4.8% | -0.3% |
| 6M | -2.4% | +40.0% | -42.4% | -8.2% |
| YTD | +29.0% | +54.6% | -25.6% | +19.3% |
| 1Y | +17.0% | +106.1% | -89.1% | +3.3% |
| All | +41.3% | +382.3% | -341.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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