+92.1%
MGY vs ES
-4.5%
+96.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +6.8% | -1.0% | +7.9% | +7.0% |
| 3M | +2.6% | +1.5% | +1.1% | +2.1% |
| 6M | -3.1% | -3.5% | +0.4% | -2.7% |
| YTD | +29.4% | +7.0% | +22.4% | +26.6% |
| 1Y | +22.3% | +15.3% | +7.0% | +16.7% |
| 3Y | +26.6% | +30.2% | -3.6% | +14.9% |
| 5Y | +92.1% | -4.3% | +96.4% | +87.7% |
| All | +92.1% | -4.5% | +96.7% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling