+155.0%
MGY vs COMP
-49.7%
+204.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +1.5% | +0.8% | +0.6% | +1.4% |
| 30D | +6.8% | -13.9% | +20.7% | +8.1% |
| 3M | +2.6% | +30.7% | -28.1% | -0.9% |
| 6M | -3.1% | +18.7% | -21.8% | -6.6% |
| YTD | +29.4% | +1.0% | +28.4% | +26.6% |
| 1Y | +22.3% | +15.1% | +7.2% | +17.2% |
| 3Y | +26.6% | +219.8% | -193.2% | +1.6% |
| 5Y | +92.1% | -28.7% | +120.8% | +85.4% |
| All | +155.0% | -49.7% | +204.7% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling