+25.4%
MGY vs IRE
-84.0%
+109.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.2% | +1.2% |
| 7D | +1.5% | +29.0% | -27.5% | +2.0% |
| 30D | +6.8% | +24.2% | -17.4% | +7.5% |
| 3M | +2.6% | -53.2% | +55.8% | +3.2% |
| 6M | -3.1% | -36.0% | +32.9% | -2.7% |
| YTD | +29.4% | -51.0% | +80.4% | +29.7% |
| All | +25.4% | -84.0% | +109.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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