+210.4%
MGY vs NTRS
+149.5%
+60.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | +3.5% | +1.4% | +2.2% | +2.7% |
| 30D | +5.3% | -0.7% | +5.9% | +5.4% |
| 3M | +2.6% | +11.3% | -8.7% | -4.5% |
| 6M | -3.3% | +35.5% | -38.8% | -21.3% |
| YTD | +29.2% | +40.6% | -11.4% | +1.8% |
| 1Y | +18.0% | +49.2% | -31.2% | -10.9% |
| 3Y | +30.0% | +167.2% | -137.2% | -35.4% |
| 5Y | +92.7% | +94.9% | -2.3% | +12.7% |
| All | +210.4% | +149.5% | +60.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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