+63.0%
MGY vs LTH
+150.5%
-87.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +3.5% | -4.0% | +7.5% | +4.1% |
| 30D | +5.3% | -5.3% | +10.6% | +6.0% |
| 3M | +2.6% | +19.0% | -16.4% | -0.2% |
| 6M | -3.3% | +55.8% | -59.1% | -10.3% |
| YTD | +29.2% | +56.1% | -26.9% | +19.5% |
| 1Y | +18.0% | +41.3% | -23.2% | +10.8% |
| 3Y | +30.0% | +156.6% | -126.6% | +7.9% |
| All | +63.0% | +150.5% | -87.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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