+210.8%
MGY vs ESI
+196.8%
+14.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.9% |
| 7D | +1.5% | +3.9% | -2.4% | -0.4% |
| 30D | +6.8% | -3.8% | +10.6% | +8.4% |
| 3M | +2.6% | -13.1% | +15.7% | +6.9% |
| 6M | -3.1% | +11.3% | -14.4% | -14.0% |
| YTD | +29.4% | +44.1% | -14.7% | -1.8% |
| 1Y | +22.3% | +40.3% | -18.0% | -6.8% |
| 3Y | +26.6% | +84.1% | -57.5% | -21.1% |
| 5Y | +92.1% | +75.8% | +16.3% | +17.7% |
| All | +210.8% | +196.8% | +14.0% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling