+209.8%
MGY vs ES
+55.1%
+154.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.1% |
| 7D | +1.8% | -3.5% | +5.3% | +2.5% |
| 30D | +6.5% | -3.0% | +9.5% | +7.1% |
| 3M | +0.3% | -0.3% | +0.6% | +0.2% |
| 6M | -2.4% | -5.2% | +2.8% | -1.7% |
| YTD | +29.0% | +4.8% | +24.2% | +27.1% |
| 1Y | +17.0% | +12.7% | +4.3% | +13.0% |
| 3Y | +26.2% | +27.5% | -1.4% | +17.3% |
| 5Y | +92.3% | -4.7% | +97.0% | +88.7% |
| All | +209.8% | +55.1% | +154.7% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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