+89.0%
MGY vs ESTC
-47.6%
+136.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.5% | -9.2% | +12.7% | +4.7% |
| 30D | +5.3% | +8.1% | -2.8% | +3.6% |
| 3M | +2.6% | +38.5% | -35.8% | -2.4% |
| 6M | -3.3% | +57.8% | -61.1% | -10.1% |
| YTD | +29.2% | +10.5% | +18.7% | +25.4% |
| 1Y | +18.0% | -6.4% | +24.4% | +16.8% |
| 3Y | +30.0% | +4.7% | +25.4% | +21.2% |
| All | +89.0% | -47.6% | +136.6% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling