+210.8%
MGY vs IT
+36.4%
+174.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.9% |
| 7D | +1.5% | -9.1% | +10.6% | +4.7% |
| 30D | +6.8% | -12.2% | +19.0% | +11.1% |
| 3M | +2.6% | +7.8% | -5.2% | -3.2% |
| 6M | -3.1% | +2.0% | -5.1% | -7.9% |
| YTD | +29.4% | -32.7% | +62.1% | +43.8% |
| 1Y | +22.3% | -31.1% | +53.4% | +32.7% |
| 3Y | +26.6% | -52.1% | +78.6% | +53.3% |
| 5Y | +92.1% | -46.3% | +138.4% | +108.1% |
| All | +210.8% | +36.4% | +174.4% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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