+172.4%
MGY vs ES
+61.8%
+110.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +3.5% | -1.1% | +4.6% | +3.8% |
| 30D | -3.0% | +8.2% | -11.2% | -4.6% |
| 3M | -7.6% | +0.6% | -8.2% | -7.9% |
| 6M | -14.4% | +6.0% | -20.3% | -15.7% |
| YTD | +13.4% | +9.3% | +4.1% | +10.7% |
| 1Y | +9.2% | +1.1% | +8.0% | +8.0% |
| 3Y | +22.6% | +51.9% | -29.3% | +10.1% |
| 5Y | +33.6% | +6.5% | +27.2% | +28.4% |
| All | +172.4% | +61.8% | +110.6% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling