+29.8%
MGY vs ESTC
+7.0%
+22.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | 0.0% |
| 7D | +1.8% | -13.2% | +15.0% | +3.0% |
| 30D | +6.5% | +9.3% | -2.8% | +5.1% |
| 3M | +0.3% | +37.3% | -37.0% | -3.3% |
| 6M | -2.4% | +61.0% | -63.4% | -7.9% |
| YTD | +29.0% | +10.7% | +18.3% | +26.5% |
| 1Y | +17.0% | -7.2% | +24.2% | +17.0% |
| All | +29.8% | +7.0% | +22.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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