+209.8%
MGY vs HAS
+12.1%
+197.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.8% |
| 7D | +1.8% | -3.1% | +4.9% | +2.9% |
| 30D | +6.5% | -6.4% | +12.9% | +8.8% |
| 3M | +0.3% | +10.4% | -10.1% | -4.0% |
| 6M | -2.4% | -3.7% | +1.3% | -3.0% |
| YTD | +29.0% | +12.5% | +16.5% | +20.1% |
| 1Y | +17.0% | +19.8% | -2.8% | +6.0% |
| 3Y | +26.2% | +46.0% | -19.8% | +2.5% |
| 5Y | +92.3% | +12.5% | +79.8% | +69.8% |
| All | +209.8% | +12.1% | +197.7% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling