+29.8%
MGY vs ESI
+73.2%
-43.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.6% |
| 7D | +1.8% | -2.3% | +4.1% | +2.3% |
| 30D | +6.5% | -9.0% | +15.5% | +8.5% |
| 3M | +0.3% | -13.3% | +13.6% | +2.3% |
| 6M | -2.4% | +5.3% | -7.7% | -8.3% |
| YTD | +29.0% | +37.6% | -8.6% | +7.6% |
| 1Y | +17.0% | +33.6% | -16.6% | -1.8% |
| All | +29.8% | +73.2% | -43.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling