+199.8%
MGY vs ES
+59.7%
+140.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +13.8% | -2.0% | +15.8% | +14.2% |
| 3M | -4.3% | +1.7% | -6.0% | -4.8% |
| 6M | -5.1% | -3.5% | -1.5% | -4.7% |
| YTD | +24.8% | +7.9% | +16.9% | +22.3% |
| 1Y | +11.8% | +17.2% | -5.3% | +7.1% |
| 3Y | +23.5% | +29.3% | -5.8% | +14.5% |
| 5Y | +87.5% | -5.7% | +93.2% | +84.3% |
| All | +199.8% | +59.7% | +140.0% | +199.6% |
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