+10.3%
MGY vs ES
+2.1%
+8.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | +4.5% | +2.7% | +1.8% | +4.6% |
| 30D | -0.4% | +7.6% | -8.0% | -0.1% |
| 3M | -4.3% | +0.5% | -4.8% | -4.0% |
| 6M | -12.9% | +7.6% | -20.5% | -13.0% |
| YTD | +15.2% | +10.2% | +5.0% | +13.9% |
| 1Y | +10.3% | +1.8% | +8.5% | +9.3% |
| All | +10.3% | +2.1% | +8.2% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling